(US) Major League Baseball has the "National" and "American" leagues, and the "World's Championship Games" between the two leagues which began in 1903 evolved into the "World Series".

Canada also has a team, the Toronto Blue Jays, so pedantically, yes, there are more countries.

The World Series is the championship of US baseball, between the best teams in the two leagues, but there's unfortunately no championship crossover with other countries professional baseball leagues like Japan, Mexico, Caribbean leagues, etc.

https://en.wikipedia.org/wiki/Professional_baseball