It depends. Some countries apply a surcharge on an international money order (for example Norway and the Netherlands). Other countries like Canada have a very relaxed arrangement with the U.S. and you shouldn't have any trouble.
A bidder in Germany once paid for items in a U.S. auction with a check drawn on a New York bank. It worked very well but his bank in Germany took two weeks to prepare the check.
You can usually wire money -- a bank-to-bank electronic funds transfer -- for a reasonable fee.
[This section could grow as more data is collected. Send horror stories to the FAQ maintainer.]
8 Jan 96 [TSL]