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Can US investors buy shares on any exchange

As a non-US person, I'm used to seeing global markets as one large contiguous whole. I own shares in exchanges in Paris, Frankfurt, Hong Kong, London, New York, Hong Kong, Singapore and Jakarta.
Basically I buy wherever I can get the best deal in terms of taxation, currency, divs and appreciation. I really don't favour any bourses, other than to shy away from US markets because of the 30% withholding tax on divs. Sometimes I'll buy on a particular bourse because I'm holding that currency and don't want to pay the commissions to shift it. I also often buy in the timezone where the assets are located.
Can US investors buy from any exchange? What if you wanted the HK tracker (2800.HK) or China H-share exposure (2828.HK). Can you buy on European exchanges easily? Can you buy shares on the russian exchange? Are there any exchanges you don't have access to? Do you feel like you get a good deal on forex transactions? Can you hold any currency?

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Can US investors buy shares on any exchange

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