As others have mentioned skimmers and cameras are a problem in the US as well. They are typically (but not always) attached to stand alone machines, although brick and mortar bank branches have been victimized as well. Some are very hard to notice I work at a bank and have seen them and some are pretty hard to detect.
As a precaution you should:
Use an ATM attached to a bank
Look at the card reader for a second before you put your card in, if it looks weird: if there is glue around the housing, housing is not flush with the ATM, use another ATM.
Cover your hand as you enter the numbers into the PIN pad.
Keep a phone number for your bank handy. If you are calling from overseas and not using a US cellphone you won't be able to use an 800 number. Look at the back of your card and write down the number.
If possible set up an alert to your phone so you get a text or email when a withdrawal is made. If you get notified of an unauthorized withdrawal contact your bank and arrange to have a new card sent to you.
A lot of people have more than one bank they can use for ATM access. If you don't want to tie up half of your money in one bank and half in another leave a check and deposit slip for each bank with a friend or family member so they can move money from one bank to another in case your ATM card is compromised or lost.
As others have said there is protection against fraud with ATMs and credit cards and your liability is limited but that's a cold bowl of chili when you're on vacation and can't get at your money!