Unfortunately, I haven't been able to find a web site detailing how you can become licensed in foreign countries.
I definative resource will be good, for collectors who wish to collect licenses and callsigns from all over the world.
Anyway, just to get you started, in the UK, there are currently a few types of license (of course, that may change in the future)
1. Foundation: This is acquired as a "weekend" course. After the course, there is a 30 question multiple choice test. Passing will give you a license allowing transmission on "specified" bands (not all HAM bands) above 30MHz. Power output is limited to around 5watts, and you may only use commercially manufactured equipment only.
Access is HF is granted through a "more appreciation" test, where you can use a crib sheet to send and receive morse.
2. Class B license. This is a multiple choice exam, administered by City & Guilds twice a year. (One in Dec, the other in April or May). Once you pass, you have access to all UK HAM bands above 30MHz.
3. Class A license. After passing the City and Guilds exam, you must take a 5wpm more test. This gives you access all UK HAM Bands below 30MHz.
4. There are (or used to be) some Novice licenses, but I do not know much about those.
Other Info:
Hong Kong currently recognises the UK City & Guilds Radio Amateurs' Examination. Those who have passed (and got their B license), can use their examination certificate to acquire a Hong Hong "Restricted" license. - I do not know if the "Restricted" license is any good, but at least you can get one!
How easy (or hard) is it to get a license in your country?