The Stadtpalais Liechtenstein was built and occupied by royal family. (
http://en.wikipedia.org/wiki/Stadtpalais_Liec...) Of course, many more examples could be found.
In North America there is nothing comparable. There never was indigenous royalty here. The American and Canadian ruling elites built fine mansions, to be sure, but not palaces.
The word
palace originated in the period when European royal families lived in palaces.
Today the term is applied to buildings in Europe and North America that were not built back then.
Castles, incidentally, are older than palaces and were, originally, much less opulent.