In "Mad Max: Fury Road," Nux's car has the steering wheel on the right, as you'd expect in an Australian car. Likewise, the car Max is driving in the cold open has its steering wheel on the right. On the other hand, Immortan Joe's car and Furiosa's rig both have their steering wheels on the left, like American cars. What gives?
Lots of US muscle cars are being brought over to Australia currently, as the law now states that if they are older than 30 years, they are able to be registered as a classic and don't need to be converted over to right-hand drive. Also, lots of drag racer companies prefer to use left-hand drive in top-end full-body cars (as opposed to fibro-body or rail cars) due to the weight of the driver being on the left assisting with balance. Torque from the engine tries to twist the car up and to the right and extra weight in the left can offset this.
The relevant legislation for registering vehicles in the state of Victoria can be found here.
Also, there's no real indication that the film is actually set in Australia like the previous ones, but it can be safe to assume through the accents and geography that it is. The location of the Citadel could be in the Blue Mountains, and Bullet Farm and Gas Town could have been built around the Lithgow Small Arms Factory and the Clyde Refinery respectively. Coming down out of the Blue Mountains brings you to a heavily vegetated area that might have been the Green Place that Furiosa was trying to flee to, and heading east over the salt wastes could have been the Tasman Sea into the Pacific Ocean.