This is possible with a certain amount of determination and cost in Southern Africa and Australia. Remember that flying conditions, as well as radio and other local procedures, are very different from those in the USA or Europe; but necessary license conversions and checkouts can be achieved – I have done it myself!
Self-flying allows you a huge amount of freedom, but remember that it can be expensive, as aircraft owners require a minimum or 2 hours per day. Owners also will only allow you to go to certain pre-approved strips.