I think if you register a TM through the madrid protocol it only goes for the countries in the EU. Or am I mistaken? It would be a lot easier for us if we'd get to register the TM with one paper submission instead of multiple ones..
Rights of Author are protected worldwide; if you register a book in Europe, then it is protected automatically worldwide.
But if you register a patent or trademark, it protects you only in the geographic area and category that you choose to protect; if it is in Europe, it will be only in Europe. There is also treaties that protects you, specially Free Trade Agreements includes patents and trademarks.
Register through the Madrid Protocol, it allows you file one application and gain TM protection in 78 countries including the US. Check out WIPO.org, they have a PDF file that lists all the member countries and more information.