In this work we apply techniques and modus operandi typical of Statistical Mechanics to a large dataset about key social quantifiers and compare the resulting behaviors of five European nations, namely France, Germany, Italy, Spain and Switzerland. The social quantifiers considered are i. the evolution of the number of autochthonous marriages (i.e., between two natives) within a given territorial district and ii. the evolution of the number of mixed marriages (i.e., between a native and an immigrant) within a given territorial district. Our investigations are twofold. From a theoretical perspective, we develop novel techniques, complementary to classical methods (e.g., historical series and logistic regression), in order to detect possible ...