friedo has it pretty much bang-on. Any operation by the FBI outside of the United States is strictly at the sufferance of local law enforcement. The CIA is bound by similar rules for overt (i.e. “legal”) operations, but when they go covert, they can pretty much do whatever they can get away with. This hardly makes the Americans unique. The British, French and Soviets all conducted or are conducting operations outside of their borders.
Heck, even Israel has arrested/kidnapped Nazi war criminals for trial, the most famous of whom was Adolph Eichmann, snatched in Argentina in 1960 and subesquently tried and executed in Israel.
Operations like this are unusual, though, and the Americans are nowhere near the stage where they could go out and grab people at will.