In Chapter Fifteen of Catching Fire Katniss sort of implies that there is other civilization beyond Panem:
I can't argue that Finnick isn't one of the most stunning, sensuous people on the planet.
Notice that she doesn't say "in Panem". This would imply that there are other people elsewhere on the planet and Finnick is even more sensuous than them. If there are any significant amounts of people on other continents, there would likely be some form of governments controlling them.