Yeah, isn't that one aspect of the 'world' of the Fallout franchise - that we've never really been told in-game (in-lore) what the world is like elsewhere (say within the timeline of at least the first two Fallout games, at least). Although I'm just going by what I do remember here, I'm probably missing some obvious lore-related points on the subject (do correct me if I'm wrong). I don't quite recall but I
THINK that the main nuclear attacks happened between the US and China in the lore, yes? Or was it basically all the major countries too (maybe, I mean probably US' own allies and China's, as well, would have been involved). But the Fallout - indeed - would have spread world-wide and rendered all countries a wasteland eventually.
That at least visually-speaking it wouldn't look that different in terms of post-apocalyptic environment in other countries than it does in say something like Fallout 3 or 4. The ruins or the still-standing infrastructure would of course have a different architecture to it if it was a game set in another country, like in Europe, or Asia. But... it'd still just be a wasteland with pockets of survivors here and there trying to do what they can to make it the next day, it would be mostly lawless and also probably filled with their own variations of mutants perhaps.
But it is true that within the games we've gotten in the franchise none of them ever really talked about (in enough details) how other 'nations' (or what's left of them) are doing. There appears to still be a lack of world-wide communications in the games (I.E. no communications seem to be coming from anywhere in Europe, Asia, Africa, or even South America). So in a certain way, the peoples surviving within the wastelands of the US (within the lore) would have no way to learn what's going on elsewhere; not that they would care for a start, but in a way this is reflected in a meta level to us, the players; we are as ignorant on the subject as the in-game Fallout population is about the rest of the world's status.
With all this said though, regardless of knowing little about x, y and z countries outside the US in the world of Fallout, my personal pick for a game set in another country would be Japan.
If not then I'd go with Russia. Although that one is easy enough to imagine with the Stalker games, which are basically our Russian Fallout games after all, in a certain way.