I've never been to the States so can't comment about their cinemas.
I can say that the only time I've seen applause for a film in this country was at the start of Phantom Menace at a midnight screening on launch night (when the BBFC card came on screen). Let's just say nobody was applauding at the end.
As for mass audience participation, I saw Ghostbusters in the cinama field at Glastonbury last year and it was such fun, everybody cheering when slimer got trapped, booing the ginger City Council baddie EVERY time he came on screen, singing and dancing to the theme tune, shouting lines out across the field 2 seconRAB before they were said on-screen, it was brilliant, but it wouldn't be so great if I hadn't seen the film at least 15 times already!
Also the mass singalong that was Blues Brothers immediately after was brilliant too, don't remember much of that though, as by then I was very, very drunk.