There are plenty if you are willing to look for it:
Lupin III part IV does also take place in Italy since it was a coproduction I think, with the Italian dub airing first. Very good setting reproduction overall, while Part V takes place in France. Havent watched that one yet. Reporter Blues is another Italian-Japanese coproduction with realistic design and animation in interwar Paris.
Yuri on Ice features a multinational cast too, so I preferred the English dub. Kaleido Star takes place in California. World Masterpiece Theater series (27 I think), take place in Europe, Australia or America, except Tico. TMS adapted some series in Western settings, like Secret of Cerulean Sand, based on Jules Verne novels. Emily of New Moon, Lady Georgie, Alpen Rose, Candy Candy, Sandybell, Jeannie with the light brown hair (80s and 90s adaptation), Little Women (Toei), Cuore, Bearcub Jackie, Two Lottes, Little House on the Prairie, Nell the Wandering Girl, Star of the Seine etc