Where do your video games come from? Well, mostly, the United States, Japan and Europe (e.g. Angry Birds, which came out of Finland). There's a little more to it as far as big-time titles go- EA and Ubisoft have studios in Canada; South Korea and China often insert themselves into proceedings. Things go a lot deeper than that, though, which is great, because every nation puts their own little local flavor into the games they make, making for an overall richer and more diverse environment. Wikipedia's directory of video games by country of development turns up names such as Australia, New Zealand, Brazil, Argentina, even Pakistan, Iran and amazingly Syria, which qualified for the directory when it turned out a 2003 title called Under Ash, which was about all they managed to get to shelves before unrest and economic sanctions imposed on Syria in 2004 by the Bush administration forced game development back into nonexistence. (You might have been seeing more out of Brazil, and the industry is very interested in breaking in there with gamers just as interested in receiving them, but games there are classified the same as online gambling, and as such are taxed at an astonishing 120 percent, making the industry and even retailing American and Japanese games largely nonviable for anyone but pirates. If you're interested, a deeper look at Brazilian gaming is here.)
The directory, being Wikipedia, is not exhaustive. Other Middle Eastern nations have seen attempts to develop video games, and you can read more about that in this article by Andrew Groen, then of Ars Technica and now of the Penny Arcade Report. Under Ash in particular ought to be noted, as it's a title designed to illustrate the futility of armed conflict: you start out as a Palestinian character throwing rocks at Israeli tanks, it is extremely easy to get killed, and you don't get any sort of a victory-style ending after the last level.
Pakistan, if you're wondering, put out a cricket game. The Iranian government has sunk money into game creation, though more as a tool in the national culture war than anything else. North Korea also made a game touting itself, but being North Korea, it is absolutely terrible.
But then there's Africa. Being politically unstable is one thing, but being just plain lacking in infrastructure is another thing entirely. There is, however, a budding game industry in Africa, and it's centered in Kenya. Richard Moss of Polygon has a feature piece on just what it has taken to make game development a possible career path. The games are basic and rough- one early title, Ma3Racer, focusing on a mode of public transport notorious for reckless driving called a matatu, plays more like a Tiger Electronics handheld than anything else- but the mere fact that the games were bring created at all was a good first step. The next step, fully acknowledged by the local developers, is to get to the point where they're globally competitive.
When they get to that point, hopefully they'll have more to compete with than the US, Canada, Europe and eastern Asia.