America is absolutely not alone in this respect, although I would say that the American UFO/conspiracy community is certainly larger than any equivalent one in other countries, and believes it can detect evidence for larger, more complex and more exotic conspiracies than equivalent communities elsewhere. This is very likely a product a complex set of circumstances, among which I would list the size of the country (which makes it capable of supporting more, and more competitive, investigative or other groups), the fact that it was where the "modern" era of UFO sightings began, in 1947, and the central involvement of the US in the Cold War, which, as has been fairly well chronicled, did tend to encourage belief that the authorities kept certain things from their own citizens for security reasons, and hence contributed to the spread of a wide variety of conspiracy theories.

It is actually very common for UFO-type incidents that occur in other places to be referred to as "X's Roswell". In the UK, for example, a supposed UFO crash incident that took place in the Berwyn Mountains in North Wales in 1974 is often referred to in exactly these terms, as is a supposed UFO landing incident that took place just outside a US air force base in East Anglia in 1980. A good scholarly guide to British UFO activity of this sort is provided by David Clarke, of Sheffield Hallam University, who studies both journalism and folklore, and has published several books on British records in collaboration with the National Archives.

There is also a "Scottish Roswell", involving an apparent crash at Ardgay in the Highlands, stumbled across by a shepherd in 1962; a "Russian Roswell" involving a 1948 incident near a military base at Kapustin Yar; a "Spanish Roswell," involving artefacts associated with a UFO sighting near Valencia in 1965; a "Canadian Roswell", involving the supposed detonation of a UFO over Shag Harbour in Nova Scotia and the recovery of wreckage in 1968, and so on and on. All of these incidents have attracted substantial interest and their own groups of "believers" in much the same ways as the Roswell Incident has.

I suppose believers in the physical realities of UFOs would suggest the reason so many such incidents are associated with military bases is because aliens are interested in our technology, but of course it is more than possible to suggest that any supposed incident occurring near such a base – whether or not it is the result of an error, rumour, or even a prank – is much more likely to be investigated and generate "official records", and that, once their existence becomes public, tends to validate the "reality" of the incident in the eyes of ufologists and conspiracy theorists.

Sources

Robert Bartholomew & Erich Goode, Little Green Men, Meowing Nuns and Head-hunting Panics: A Study of Mass Psychogenic Illnesses and Social Delusion (2001)

David Clarke, Britain's X-Files