Each country has its own unique copyright laws that govern intellectual property (like copyright) in that country. A country's copyright laws only apply to works created and used in that country. This means that the copyright an author holds in the United States may not be valid in other countries. Other countries may have different rules for what material is subject to copyright, who is the author of a copyright, what formalities you must follow to demonstrate you are an author, or even how long copyright lasts.
Some countries do, however, have treaties with one another that agree on how they will recognize each others' copyrights. Thus, if you hold copyright in the U.S. and want to see what sorts of rights you have in Japan, you should research whether the U.S. and Japan are signatories to the same copyright treaties.
The U.S. is a signatory to a number of International Copyright Treaties and Conventions including:
Generally, the copyright law of the country you are in applies within that country. This is true even if the work you are using originated across international borders. Of course, this general rule has a number of exceptions, and foreign laws may impact how a U.S. court will treat a copyright question regarding a foreign work (in this case, a foreign work is a non-U.S. work).
In certain circumstances, U.S. Copyright laws give greater protection to works prepared by foreign authors than it does to the works of its own authors. As an illustrative example, in the U.S. a work must be registered with the U.S. Copyright Office before a lawsuit can be filed. This requirement does not extend to foreign works. Similarly, the U.S. generally does not extend copyright protection to the creative works of the U.S. Federal government, but it contemplates the possibility that the works of foreign governments may be subject to copyright protection.