There are, but not from the US. Air Greenland, in addition to connecting various settlements throughout the island, also flies to Keflavik, Iceland and Copenhagen, Denmark from Nuuk, Greenland capital. Air Iceland, a regional subsidiary of Icelandair, also flies to Nuuk from Reykjavik City Airport.
By the way, a direct flight is a flight that makes one or more stops between its origin and destination. A non-stop flight is the one that make no stops along the way.