I know as the US looks at 4 and most likely 5 dollar a gallon gas in the near future, other nations have had that and much much more for years.
Do other nations have autos that get better gas milage than cars in the US.

No. More people drive smaller cars and motorcycles, however. When I drive around Europe, I notice most people drive 4 cylinder cars, such as the Citreon Saxo or Peogeout 306, in France, and GM's Opel Corsa, in Germany. VWs are conspicuously absent in Germany. In Paris, the Smart Car is very popular. Motorcycles are also very popular throughout Europe. Motorbikes and scooters are extremely popular in Italian cities. Diesel cars and trucks are common throughout Europe. Hondas and Toyotas are catching on in Europe and are everywhere in Japan and the Far East. Small motorbikes are omnipresent throughout S.E. Asia. Regular (Green nozzle) gasoline in Europe is now the equivalent of $8 to $10 a gallon.

The single-family home is the biggest energy waster. You don't see "Suburbia" in Europe--60% of Germans, for example, rent. The environment is treated much more respectfully throughout Europe--still, far from perfect.

You say 'gas' milage. Really, diesel cars over there outweigh gas powered. Usually 1.5L or less. Expect 60mpg regularly, but that's an imp. Gallon.