Below you will find information on visa requirements for an internship abroad in various countries. The status of the information is July 2018 - later deviations are possible:

Australia

Canada

New Zealand

USA: In order to obtain a visa for an internship in the USA, you must use a legal sponsor, i.e. you cannot apply for the visa personally at the American embassy in Germany, unless the company where you will be doing the internship acts as a legal sponsor itself.
Applying for a visa through a legal sponsor is not cheap. Among others, the following companies in Germany offer the arrangement of the J-1 visa, i.e. they work together with a legal sponsor in the USA:

College Council

travelwork

intrax