I read a book many years ago where they briefly brought up how the United States will respond should nuclear warheads be dropped. Apparently - and I have no way of knowing if this is true or not - but we have a 'tit-for-tat' response set up where should one or two nuclear weapons hit their targets in the US, we will not unleash everything in the stockpile as retaliation. This is/was a way to preserve life on the planet should something as shitty as nuclear war happen.
If Russia gets a few lucky shots into the EU, I am not sure we would launch back at them as we were not the target nor were we hit. Should we launch at Russia, that could potentially open the doors for a full-scale counterattack by them. I would bet that the nuclear power EU states would launch back at Russia which could potentially open the doors for Russia to then target the US.
While nuclear war has been Hollywooded out, thankfully some very intelligent people were involved in making sure that life would go on should the shit hit the fan by applying the brakes should a hotheaded POTUS get an itchy finger.
Again, though, I have no way to confirm if this is actually true as I read this years ago and can't remember the name of the book nor what this tit-for-tat response was called.