The first person that comes to my mind after reading that question, is Oprah. I think she's a wonderful person, and I don't view her as selfish because she definitely doesn't keep her riches to herself. However, I don't know how true this is, but a good friend of mine told me once how she saw an interview Oprah did with some news media... she was asked this same question, why give to other countries when your own country is in need. And she replied with something to the effect of, ask an American child what he would do with $100 and he would reply with buy an ipod or a playstation. Ask an African child and he would say he would buy food for his whole family.
I think it is wrong because we should take care of our own first, but, I do see where Oprah is coming from and I applaud her because she is not the "typical" celebrity in my eyes.
People from rich countries might consider themselves in "need" but the resources and opportunities they have available to them make them far better off than those in many areas of developing nations.
I understand why people want to take care of their own first but the situation for others is much worse and they need a lot more help. I'd rather help go to those who need it the most.