Too many people in this thread who never tested it, and probably have no real experience in SEO. I think the people saying "nope" here, have no idea what they are talking about, they are just on the forum having opinions on everything and chat all day.
In my country, I have seen a couple of sites who are doing real good with US links. One site is based almost mainly on US links, and they are killing it in the finance niche.
My theory is that it does work, but they are of lesser value - unless it's coming from the big fishes. A few years ago I tried using crappy PBN links from here on two EU sites and I saw no real effect. I used the same type of low-quality PBNs, but native, and saw an effect.
Like Janist said, focus mainly on native links. But if you can get high quality links from US - go for it. I'm certain that it will have a positive effect.
Loads of times. E-commerce, foreign trade, collaborations, media sources, stock market connections, listings etc. A lot of transactions are done in the business world between countries and companies. It's more to it than just affiliate sites.
I'm not saying that they do not hold any value whatsoever, but according to your examples it seems to be limited to a few industries/niches. Guess you just have to be smart about it and think deeply why it would make sense for the link to be there. Thanks for the anecdote.