America is basically the freeest nation in the world that still has active police. Basically everywhere else is either a police state (Britain, Germany, etc) or lawless (pick just about any third world nation)
You could move to Japan, South Korea, and any of the constituents of the Visegrad Groups if you want similar freedoms and securities, but generally anywhere else will be one way or the other. I mean, the US will descend into chaos within the next 30 years anyway due to monopolies and the deep state, but right now we're pretty good. It'd hard to emigrate to any of those countries I listed, anyway.
Once the US splits up, though, you'll have a chance at being free. The south, the midwest, and the empty quarter will all probably be properly free as the US is now, maybe more, maybe less. If you're west coast or in the northeast I think you're pretty much doomed, though.
Also: There are exceptions to the absolutes I outlined, but I don't know them specifically. Feel free to investigate on your own.