The Olympics takes place in a different country everytime it's on.
Winter Olympics: Innsbruck, Austria Summer Olympics: Montreal, Canada
The next Olympics will be held in Brazil and it will be at 2016
The 2000 Olympics (the Games of the XXVII Olympiad) were held in Australia.
The United States, in Atlanta,Georgia
Lot of country's do but there is too many to list
The most recent Olympics in Europe in Turin 2006 winter games.