I don’t live in the US. Is there an equivalent to fair use in my country? How might it be different from fair use in the US?
Most countries have exceptions to copyright rights for various purposes. In Europe, the more common term is "fair dealing." Countries differ in their treatment of the scope of copyright and exceptions.
For example, in Canada, parody is not a specifically recognized defense to copyright infringement, although it can be fair dealing in appropriate circumstances. Australia has limited protections regarding the freedom of communications. The Gowers Review of Intellectual Property in the UK is expected to bring about changes in UK laws regarding parody and transformative use.
In other words, it's complicated. And it's ever-changing.