Monica--

You don't need new lamp bases - you simply need new fitters.

I believe European lamps use "Uno" fitters, which are available online in various places.

All I want for Christmas is a spam filter that works...

If they have "slip Uno fitters" (google it) like my French lamps/shades have, you won't have any luck with the various Uno fitter adapters out there. They work on a different type of Uno fitter. Not as easy to find a lamp that takes slip Uno shades. IKEA has a couple I believe. Pottery Barn used to sell lamps that took slip Uno fitters but it looks like they've gone to harps.

you might find this post from the DC site helpful:
How to Use an Uno Shade with a Harp & Finial Lamp

Another option would be to take it to a lamp store and see if they have any suggestions. My aunt runs a lamp store in Raleigh, NC (has for the last 30 years) and is a wizard with lamps. So a lamp shop might either know how to finagle it so that it works, or they might have some European fittings running around in the workshop.

I'm curious to see the answers to this post, because I've had shade problems with all my lamps and shades. This issue is not exclusive to European lamps, I've found Target, Ikea, and Urban Outfitters are all incompatible with each other.

The DC site solution seems problematic for two reasons -- safety (putting the metal Uno fitter so close to the socket wiring?) and practicality -- you'd have to take the socket off any time you wanted to take the shade off!

The simplist solution is to simply put a standard US Harp fitting below the existing socket. Please note that there are two thickness of harps (regular and heavy duty). No need to fuss with strange fittings though there are many that will work.
1, Unplug the lamp from the socket.
2. Remove the lamp shade
3. Remove the light bulb.
4 If you can open the socket and unwire the interior, marking the wire connected to the brass contact.
5 remove (if there is one) the locking screw at the base of the socket and unscrew the base of the socket from the metal pipe that it is connected to. You may have to hold the pipe and the locknut that extends through the lamp and is usually under the felt on the bottom.
6. Install the harpholder (a U shaped piece of metal that usually comes associated with a harp from the hardware store. Note that these are available in a small size (1/8 inch IPS and 1/4 inch ips) The hole in the bracket should closely fit arround the pipe.
7. Replace the lamp socket base to hold the Harp bracket firmly in place.
8. Reverse the disassemly process.
9 Make sure the stripped parts of the wires are under the screws and put on in a clockwise manner so the they are tightened into screws when the screws are tightened.
10. Make sure that no insulation is under the screw.
11. Make sure that no bare wire extends out from under the screw.
12. Find the right size shade with a spider holder at the top. This shade usually has a washer with a 1/4 in hole that fits over the 1/4x27 final screw that is on the top of the harp. Us a finial to hold the shade onto the harp.

IF YOU DO NOT FEEL COMFORTABLE DOING THE ELECTRICAL OR MECHANICAL WORK OR YOU ARE NOT SURE....TAKE YOU LAMP TO A LAMP SHOP AND HAVE THEM DO IT.