* No more free healthcare
* Much less PTO
* _Significantly_ less parental leave for you and your partner
* Less pension/401k contributions (typically)
* Generally longer hours and a more intense working culture
* Probably a higher cost of living
Depending on your new salary you may find that these downsides are offset by more cash in hand, which is great, but it is definitely not a one way street.
Even within one country, where you live can make a huge difference in terms of how much rent you pay, whether you can get by without a car, etc.
If you get paid a lot but most of it goes directly to your landlord, you're not really any better off than someone who makes a bit less but keeps more of it.
My then-employer did compensate though; I got a double pay raise because of performance, and another raise on top (for a lot of people in the company) because they realized they were behind on market rates.
But now I feel like I'm at the top end; there will be some growth but nothing dramatic. To gain more, I need to either shift to a managerial role (and I suspect that if I stick with this job I'll slowly grow into that while the company grows), work for more desperate companies (but that'll increase my commute), US startups with bases in my country (but that'll involve US working culture and timezones), or go self-employed.