Apparently the wild forms are native to Mexico and South America, so none growing in Europe or the US. Also, it is one of the earliest domesticated plant families - cultivated beginning more than 8,000 years ago - so the domestic varieties overwhelmingly outnumber the wild ones. From https://en.wikipedia.org/wiki/Cucurbita

C. argyrosperma is not as widespread as the other species. The wild form C. a. subsp. sororia is found from Mexico to Nicaragua.

The origin of C. ficifolia is Latin America, most likely southern Mexico, Central America, or the Andes. It grows at elevations ranging from 1,000 to 3,000 meters (3,300 to 9,800 ft) in areas with heavy rainfall.

C. maxima originated in South America over 4,000 years ago, probably in Argentina and Uruguay.

C. moschata is native to Latin America, but the precise location of origin is uncertain. It has been present in Mexico, Belize, Guatemala, and Peru for 4,000–6,000 years and has spread to Bolivia, Ecuador, Panama, Puerto Rico, and Venezuela.

C. pepo is one of the oldest, if not the oldest, domesticated species with the oldest known locations being Oaxaca, Mexico, 8,000–10,000 years ago.
The domesticated forms of C. pepo have larger fruits than non-domesticated forms and seeds that are larger but fewer in number.

There is several wild cucurbitacae in the Caribbean, for example you can find this one:

It's called "Ti konkonm" which mean small cucumber in creole

This is what a wild cucumber looks like, before domestication changed it through human preference selection (originates from India):

Same with the other (in a botanical sense) fruits, probably.

We tend to evolve wild plants in a way they can't compete in the wild. That being said I'm not sure how we did that for those in particular.

The midwest has at least five native species of Cucurbitaceae. The desert southwest has some species as well.