Concerning landline calls the answer is generally yes, although the availability of telephone cards will radically affect this - the cards level out the difference and you can often get quite cheap calls using such cards. As for mobiles, these are generally the most expensive way to make calls between countries with the exception of some expensive hotel phone services - consult your mobile call provider.
Generally countries are arranged into regional groups (usually based upon which continent they're in) with calls to any two countries within the same region costing exactly the same, but with call costs to different regions varying greatly.