By literally I mean not counting going to a Chinese restaurant or speaking a few words of Spanish, but literally learning the values of different cultures and celebrating them, not just for fun but as part of life? Marry a person from another background, learn traditions and recipes, language.
We have a lot of immigrants in Europe but the multiculturalism isn't as strong as in the US. I feel like immigrants in America intergrate into the society much better. You can have Germans and Mexicans drinking and laughing together in a shared place with their own festivals in the US, but here in Europe it's limited to much smaller things like eating sushi and kebab then calling it a day.