They are common in many parts of the US. I had this when I lived in North Dakota, Minnesota, Wisconsin, and I have it now here in Michigan. My parents have it in Colorado.
In milder climates, homes can be heated with heat pumps, which are basically air conditioners operated in reverse: they cool the great outdoors and dump the heat in the interior of the house.
You’d have a hard time finding a house in Canada without a forced air furnace. Sure, maybe some older or smaller units would rely on electric baseboard, but forced air fueled by natural gas, oil, or electricity are probably in 98% of the homes here.
I know one guy who has a boiler. He built his own home and put in a wood-fired boiler for heat. That’s crazy!
Some sites I found said that forced-air heat is the most common in the US as well. I know it’s what we had growing up. I only mentioned it in reply to j666 who asked how one could heat a house without a boiler, and some (most? all?) forced air systems do not involve boilers.
I’ve always lived with steam or hot water; I have no idea how forced air heat works.