The first link is from the OECD (Organization for Economic Co-operation & Development). It includes the USA, many European countries, Canada, Japan, Australia and South Korea.
Harmonized unemployment rates.
If that link is not working, try International Unemployment Rates
It shows the rates for many countries in each year from 1996-2015. It seems like they apply the same formula or definition of the unemployment rate to all countries. In 2015, it shows the USA with a 5.3% rate. That is what the Bureau of Labor Statistics also shows. The OECD average is 6.8%. You can't see it on that page, but the average for the European Union was 9.4%.
Here are some more links
More harmonized unemployment rates from OECD. It seems like you can decide what type of data you want to look at here, unlike the one above.
A press release from July 2015 with a good timeline graph.
Unemployment rates for all countries from the CIA.
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