You can use a smart list or the setup tab to filter by email by country or lead activity by country, but the report itself cannot act like a pivot table. You would need a single report per country or region.
Thanks for the reply Josh. Yeah I was wondering whether the report can be like a pivot table so that I can get all the email campaigns (100+) stats in 10+ countries in one report.. Now I have to go to each country to get the report.
If you're looking to monitor only 10+ countries or are willing to do a certain amount of grouping (should you need to go beyond that number), segmentation may be your answer. We've set up something similarly for email performance based on both regions and countries to great success.