As far as I can tell DL's standard operating procedure is simply not pay EU 261. At least not to PAX with a US based address.

That being said I would make my complaint to DL using the standard EU form. Maybe they'll mistake you a European and actually pay up :

http://ec.europa.eu/transport/themes...nt_form_en.pdf

I would then next forward that to the regulator for the departure city:

http://ec.europa.eu/transport/themes...ent_bodies.pdf

If they say you have a claim and DL still isn't paying up, then look at going to small claims. They may fail to show, or maybe you'll get to ruin the station manager's day by making him appear. I guess it's possible they could send a lawyer, but that seems way more expensive than just paying.