It's somewhat common in some areas in the US, and literally unthinkable in Europe. I am lucky that I live in San Francisco now, where most of the city (besides some areas I found between the Sunset and Glen Park) has sidewalks. In fact, the first think I heard about SF before moving here was that it is 'very walkable'
My impression is that the tendency is somewhat reversing. I am an spoiled Franciscan now, so I don't know how is it on other parts of the country, but I have been hearing more and more people talking about moving closer to their offices (when they can) and walking or biking to work. Again, this is from a pure SF perspective, not sure how is it on other places in the US.
P.S. Gosh, I love Pamplona, you are lucky. The txistorras are one the best unknown meals in the world.