McKinsey, Bain and BCG all have offices outside the states and will employ nationals in the countries in which they operate. The same goes for lesser consultancies such as PA, LEK, Mercer as well as the Big Four. They won't employ you straight into the US unless you are legally entitled to work there (unless you are simply amazing with PhD etc). If you apply to one of the above they may send you to the US for a bit. The best way to work in the states is to go and study there. Otherwise if you know any MD's of boutiques they may employ you but it is difficult for them to do so as the US will want to know why there are no suitable applicants within the US. Hence the need for exceptional experience in order to circumnavigate this problem.