Well, look at it this way. Since 1966 when England fluked it with home advantage and a shocking decision, they've won FA whilst the WC and Euro winners have included:
France
Spain
Germany
Italy
(who we all acknowledge as good teams, but why should they fare any better than England, who have had the strongest league over the last 20 years and many superb players?)
But also:
Czech
Netherlands
Denmark
Greece
England haven't even reached a final in all that time, despite qualifying for the vast majority of tournaments.
I would also add that recent World Cup semi-finalists since England last got that far in 1990 include:
Sweden
Croatia
Turkey
S Korea
Bulgaria
Since Spain broke their duck a couple of years ago, there is surely no major footballing nation to have achieved so little.