In the U.S., war bonds were a huge propaganda machine. It let citizens contribute directly to the war. I've tried searching for other similar programs in other countries but I just get results for the U.S.
Canada used a similar system of war bonds as the US that started in 1940 and actually paid for 50% of Canada's war spending.
British had the National Savings Movement a pre-war organisation that raised money for the war effort though it more in the form of donations than bonds. There were also other local drives for example to fund aircraft.
Germany didn't offer war bonds to the general public as it could act as a referendum on the war and so sold the bonds to banks at home and in its occupied territories.
Hope that helps