Popular conceptions of history in the UK often affix the name of the reigning monarch to these periods; in addition to "Victorian", you have probably heard people speak of "Elizabethan England" for Elizabeth I, and its association with England's gradual rise in prominence and power or the cultural achievements of the age (Shakespeare, etc). Or of the Edwardian Era, for Edward VII, who ascended the throne after Victoria's death, and whose reign saw its own significant cultural and political shifts across British society.

But I don't believe that places outside of the British empire itself would have contextualized their own perception of history using the monarchy of the United Kingdom as a frame of reference. People tend to view things through the lens of more immediate concerns, and in terms of what fits into their own national narrative.

In the United States, for example, the period from the end to the Civil War to roughly 1900 (the latter half of Victoria's reign) came to be known as the Gilded Age, a term coined by Mark Twain, and meant to mock the veneer of refinement and decorum that masked a host of problems with political and commercial corruption in a rapidly expanding and prospering American society.

In France, that same period, from around 1870 to the start of the WWI came to be known as the Belle Époque ("Beautiful Epoch", or more familiarly, think "Golden Age"). From the time of the French Revolution in 1789, France had experienced roughly 80 years of political upheaval and bloody conflict, both domestic and foreign, going through two republics, two empires, and two monarchies. After the conclusion of the demoralizing Franco-Prussian War in 1871, it entered a period of relative peace and stability, during which culture and not strife was to flourish (think of artists like Debussy, Gauguin, Matisse, Lautrec, and many others). Again, a focus on developments at home and a crystallization of what was most relevant to the French people.

In short, it seems that we tend to contextualize history most naturally in terms of what affected us personally or close to home, which should come as no surprise since we are in the end vain creatures. Don't think of it as people of the day (or later historians) saying to themselves, "Hmmm, what should we call the Victorian Era here in American/France?" They framed their history in terms of what was most relevant to their nations and their people instead. My focus in learning about this period was in Western Europe and the U.S., but if anyone can shed any light on other parts of Europe or the world that would be fascinating too.

The one area I can think of off the top of my head where these lines blur is in the realm of architecture. I'm not well-versed in architectural history at all, but regardless it's easy to note that many styles retained their names even as they spread to other countries, as in the case of Victorian architecture, as well as Georgian, Second-Empire, and a number of others. These larger trends often spurred American offshoots as well, but in any case, you can find countless example of Victorian architecture across the United States.

Source: A college course I took in "Political History during the Long Nineteenth Century", I'll see if I can dredge up some of the books I read for it when I get home.

Here in Sweden (but I'm quite certain this is fairly general), you can use the term "Viktorianska tiden" (Victorian age), but what this refers to is not the time period, but the time period in the United Kingdom (and colonies). Thus, you can say Dickens belonged to the Victorian Era but not Ibsen.

In Swedish there's the rough equivalent term "Oscarian" (Oscarianska tiden), referring to king Oscar II (reigned 1873-1907, overlapping with the latter half of Victoria). But it's an uncommon term (perhaps only existing in an attempt to create an equivalent to "Victorian") and does not raise anywhere near as much associations in Swedish as "Victorian" does in English.

The only such term that's in common use and does raise associations is "Gustavianska tiden" ("Gustavian", after Gustav III, 1772-1809), before that was the "Freedom era" but the period after is simply the early 19th century. The Gustavian age is associated with the Enlightenment, and "Gustavan style" which refers to the neo-classicism of that period.

In Sweden and Norway one can speak of the "Union Era" (1814-1906), but really only when talking about the politics of the time. In Finland there was the Russian Era (1809–1917), which carries more weight, as Russian rule of Finland had a much greater effects on their society.