Stats actually seem to show that mobility is lower in the US than in the nordic countries:

http://en.wikipedia.org/wiki/Social_mobility#Country_compari...

Of course the US is a very different place, too.

Not just lower than the nordic countries but a lot of other countries: "There is more intergenerational mobility in Australia, Sweden, Norway, Finland, Germany, Spain, France, and Canada than in the U.S. In fact, of affluent countries studied, only Britain and Italy have lower intergenerational mobility than the United States does."

And also: "In spite of this low mobility Americans have had the highest belief in meritocracy among middle- and high-income countries."

TL;DR: Tell the same lie enough times and people will start believing it.

And when enough people believe it, it stops being a lie.