Track and Field => Athletes run counterclockwise
Speed Skating => Counterclockwise
Nascar => CounterClockwise
Indy Cars => Counterclockwise
Horseracing => Counterclockwise
Dog Racing => Counterclockwise
Not always. Of the 19 races scheduled for the 2014 F1 season, 14 will be run clockwise, 4 will be run counter-clockwise, and one will be run on a figure-of-8 track.
Can’t speak for the US, but in Australia not all horse racing is anti-clockwise. Victoria is, but New South Wales is clockwise.
Not sure about the other Australian states.
Edited to add: Funnily enough our biggest car race, the Bathurst 1000, is anti-clockwise even though the cars are right hand drive. If they slide off the track it’s the driver’s side that hits the wall.