I am a non-resident and never worked in the US but would like to start an (Roth) IRA. Am I able to do so?

Non-resident aliens can contribute to an IRA. The usual limits apply:

1. Either you or your spouse must have earned income equal to or greater than the amount you contribute to your IRA. You say you have no income in the US - so this precludes you unless your spouse has earned income in the US.
2. Your adjusted gross income must be less than $120K, or less than $177K if married filing jointly.

If you meet these restrictions you can contribute up to $5K to a Roth IRA in 2010, or $6K if you are age 50 or older.