They do build monuments for immigrants.
A simple google search yields:
1) Battery Park (NYC) - The Immigrants
2) New Orleans - Monument to the Immigrant
3) Irish Memorial at Penn's Landing, Philadelphia
etc.
There's also the obvious one. Ellis Island / Statue of Liberty.
And the military hasn't killed hundreds of thousands of civilians in the last few major wars. Iraq body count WWW site says 7500 civilians killed in Iraq by US led troops, including state forces, in 2003. About 2800 in 2004, about 1000-1200 in 05, 06, and 08, 2200 in 07. Less than 200 in 09, 10, and 11. Maybe 15,000 for the whole war. According to UNAMA (United Nations mission in Afghanistan), 12,793 civilian deaths in Afghanistan from 2006 to 2011, 2/3 of those killings by Taliban and not our side (military). Another 3500 in gulf war I.
In all, maybe 2,000 per year. Or about the same number of murders committed in California (each year).
I suppose if we count the vietnam "war," he'd have a point.