I'm not sure any governments are "capitalistic" per se, though many embrace markets to varying extents. As the sibling comment points out there Nordics are all VERY market oriented (more-so than the US/Anglospehere) and have strong welfare states. As for the US it varies a lot state by state, and most of the really egregious shit is done by municipal governments.

But none of that really matters because the US/West was never carting people off to work camps for something their children let slip in school, which the USSR and GDR did for decades.