Russia, I would expect. Cuba, maybe, although that'd be incredibly expensive given the number of ex-pats here relative to the government's budget. Iran conceivably. Mayyyybe North Korea, although are there enough to matter?
The United States collects information on every phone call its citizens make domestically but you find it implausible that they keep tabs on US citizens abroad? If anything, what's striking here is how hamfistedly the Chinese government is conducting this program, but I suppose that is because intimidation is the point.
I was specifically and explicitly discussing foreign operations on U.S. soil. Why are you beating me up for not talking about what the U.S. government is doing abroad?
I thought it was reasonable to extrapolate from what the US does. And in some cases, for instance, the Five Eyes countries often cooperate as a way of bypassing their own laws, so it's directly related.
Anyway, for a specific US example, Russia alerted the US about the Tsarnaev brothers. Anecdotally I heard from a South Korean about a visit in Japan from some official with photos warning him to stop associating with some North Koreans he'd met. Call me pessimistic but I think this is going on all the time everywhere.
Who else would bother?