It isn't country that matters, it's language. When looking at the pokemon's summary screen, all foreign pokemon (with a different language region than yours) will have a black box next to the pokemon's level denoting its original region (ITA - Italian, ENG - English, GER - German, JPN - Japan, SPA - Spanish, KOR - Korean, FRE - French).
For the purposes of masuda method breeding, you need to use 2 pokemon from different language regions. For example, if 2 Canadian people, one with the game's language set to English and one with the language set to French, traded pokemon to use as breeders and attempted to MM a shiny, it would be possible. However, if a person from the US and Japan, both with the language set to English, were to trade parent pokemon and attempt to MM breed, they would not be successful, because both games have the same language set.
EDIT: Please note that when the pokemon's region of origin is the same as yours (i.e. all English pokemon on my English region game), they will not have a black box.