Harry Potter International question?

I've been wondering this since, well, basically since I started the series. I mean, the entire story takes place in England, right? [Except maybe the Quidditch World Cup? Correct me if I'm wrong, please.] And Harry hasn't left England before, has he? [Correct me?] So, my question is...what about American wizards? Do they KNOW Voldemort exists? Are they afraid, and has he ever even been over there? Because, when you really think about it, he never even conquered England. So, he's not as cool as he thinks he is. They only ever mention America in the series once, and that's at the Quidditch World Cup, where they saw the witches from salem [Correct me if I'm wrong]. I know JK said that Americans are aware of voldemort, but she never really said anything much else about it.