They’re only stated to be illegal in Britain.
It’s not known if the Unforgivable Curses are legal in countries other than Britain. The law against them was created by the British Ministry of Magic, so it wouldn’t affect other countries. There’s no mention of if other countries have similar laws against either those three specific curses (Crucio, Imperio, and Avada Kedavra) or against other curses made illegal by their Ministries.
“In Beedle’s time, the Cruciatus Curse had not yet been made illegal by the Ministry of Magic,19 and could have produced precisely the sensation with which Babbitty threatens the King.”
- The Tales of Beedle the Bard
Additionally, the curses considered similarly punishable by law in other countries might not be the same three as they are in Britain. The Cruciatus, Imperius and Avada Kedavra curses were classified as Unforgivable by the British Ministry of Magic in 1717. Other countries may have different ideas of what constitutes a curse that the use of which is punishable by law.
“19 The Cruciatus, Imperius, and Avada Kedavra curses were first classified as Unforgivable in 1717, with the strictest penalties attached to their use.”
- The Tales of Beedle the Bard
It’s very likely that other countries have laws against certain types of magic or certain specific spells, but it’s unknown exactly what those laws are or what types of magic or specific spells they legislate against, or if they’re the same ones as in Britain.