Hi Jimmybob
Nothing wrong with Walter Mitty! And experienced investigators are not exactly queuing up to give their input here! But don't hold that against them, it's because the reality is that most PIs do not go on overseas assignments. But ask Adrian Francis at ASSI and he'll tell you about a few assignments he had overseas including the UK, Middle East and China. And he still gets them. Why him? Because Adrian has a wide network and he is known in many parts of the world. He has the right contacts with the international companies and it is such companies that engage him to solve some cases outside Australia.
That most PIs are not called to go overseas on cases is not a licensing problem really, rather a reality of economics. It makes not much sense to the client to pay for considerable travel costs and associated expenses (car rental, accommodation, etc) when he can rely on you to source an "Associate" in a destination country where the PI will be engaged at local rates.
Unless of course you have a good network like Adrian.
In my 30+ years in the business I never had to go overseas on a case, however, I did carry out investigations overseas by a combination of use of contacts, phone calls and using friends and family here and there. As I said, licensing is not at issue. Many countries have no licensing requirements at all, whilst some have some really tough ones.
You got to remember nothing is "illegal" overseas unless you are caught breaking the law

LOL
Anyone can go anywhere and speak to people, take pics and video, as long as you don't do silly things and step on people's toes. I am sure the SAAS team that dropped into Iraq before the war started didn't apply for visas. You go and do the job and avoid trouble. If by some remote chance authorities challenge you, then have some good pretext ready. Think on your feet. And some spare cash to bribe who ever needs bribing.
OK, I'll stop there. I'm off to the pub in Port to have a beer with Walter.

BG