Stats on the 2010 match, includes IMG/FMG data:
http://www.nrmp.org/data/resultsanddata2010.pdf Enjoy!
From what I understand, there are a few issues.
First, the obvious: You are living in a foreign country. There are added hoops for you in the country you move to. Immigration for school has been, in my (undergrad) experience, less painful than it could be, but still is an added thorn in your side. Not to mention your cost of living can be or is entirely dependent on the strength of the US dollar, which is not something you think about domestically. (For example, my tuition just rose about $500 between semesters for no reason other than the dollar has been tanking.)
Second: Some countries favor, explicitly and/or overwhelmingly, med graduates who are citizens for their intern/residency equivalent positions. In this way, you have a decent chance of being passed over in not one, but two countries - one because you aren't a citizen despite having graduated from a school in that country, and one because while you are a citizen you didn't graduate in that country. That kind of risk can be a little scary.
Third: If you are looking into a competitive specialty, your chances seem to shoot down. Check out the stats in the PDF, I think there's some numbers that show that IMG/FMGs tend to have better luck matching to the less competitive specialties.
Fourth: I can only imagine the difficulties involved in going about the Match from overseas. The interviews make me nervous - imagine the costs of the flights, money-wise and GPA-wise (especially if you are in a school that is less-than-supportive of its students who are attempting a US match).
Fifth: There can be less support for Step 1. This seems to be highly variable, though.
Sixth: Possible language barrier. I noticed you listed China above, and while I haven't done much research into China's med schools, I would hate to put an added linguistic pressure on myself in addition to the usual med school pressure if the language of instruction wasn't my own, and if I would be using a language that I didn't know very very well in the clinical years.
Seventh: I know there can be some complications getting your degree to be recognized by the states, or there is additional licensing hoops. I don't know too much about this part.
Hope I've helped! I am a little new, so I don't know if I'm overstepping my bounds too much by pretending to know stuff about something I haven't done myself. (The PDF is good, though.
🙂 It's got bar graphs and everything. )
EDIT: Found more stats, that break down by both state and specialty. There is a column for both US IMGs and Non-US IMGs.
http://www.nrmp.org/data/resultsbystate2010.pdf . And if you need more numbers on the Match:
http://www.nrmp.org/data/index.html. The first PDF can be found here as well.