Many do, check your agreements. I have had good luck jumpseating international on Northwest, United, and Continental. As you surmised the main problem is getting back... it's a good bet the foreign gate agents will have no idea what to do with you. Japan is the worst. If you can, try to list for the return and get a printout of your listing... may help things. Bring copies of any reciprocal agreements you may have. It may help to have an (American) gate agent for the airline in question show you the proper procedure so you can explain it to the foreign gate agent. Have an ID90 in your pocket.
Jumpseating international on cargo carriers is a good way to go. You list in advance and are pre-cleared so there's no question. Plus, they are used to dealing with jumpseaters instead of paying passengers.