As Parrot says there are many statistics out there; I looked for one with some kind of comparative data which would help to quantify the relative degree of danger from country to country.
I found one on Wikipedia which has “Road fatalities per 100,000 inhabitants”, it is sourced from a WHO report; here are some selected extracts:
Sweden – 2.9 (2007)
U.K. – 3.6 (2006)
Germany – 4.5 (2007)
Australia – 5.2 (2007)
France – 6.9 (2007)
Canada – 9.2 (2006)
U.S.A. – 12.3 (2006)
Vietnam – 16.1 (2007)
Laos – 18.3 (2007)
Thailand – 19.6 (2007)
Malaysia – 24.1 (2007)
It should be noted that while the data that I have included is not strictly comparable as it does not all come from the same year (it is either from 2006 or 2007 as indicated) it is still in my opinion a reasonably good indicator; in addition as some of the WHO data is sourced from government bodies the methodology for defining "fatalities" may vary and may also be subject to political influence.
The above figures show that, relatively speaking, US roads are more dangerous for European citizens than Thailand roads are for US citizens
It would be interesting to know how much the quality, availability and cost of emergency medical treatment impacts on the fatality rates
The Wikipedia article can be found here:
The WHO “Global Status Report On Road Safety” can be found here
(WARNING large 4.9 MB file):