A good chunk of any country's bonds are held by its own citizens, for example insurance companies and pension funds are large holders of both UK and US debt. Nearly half of the US public debt is owed to the Federal Reserve, i.e., we owe it to ourselves. About 47% of US debt is owed to other countries (although it may be owed to private citizens or companies in those countries).
This article has a nice pie chart that shows who the UK debt is owed to.
http://ambervalleymat...uks-1-2trillion-debt/