While we're on, is anyone else disconcerted when people from the US refer to late-nineteenth-century American stuff (houses, say) as "Victorian"?
Nope.
Specifically, Victorian architecture is a very specific style. Turrets, mansard roofs, lots of gingerbread work, large outdoor porches, tall, multiple stories, patterned scalloped shingled siding, generally. The
Angel of the Sea B&B is a good example. (Although it's a hotel, it's representative of single-family houses of the same time, too.) My home town, Raleigh, NC, became prosperous around that period and there is a good collection of nice Victorian homes downtown, some traditional, some modified, including the
North Carolina Governor's Mansion.
Non-specifically,
Merriam-Webster defines
Victorian as ``of, relating to, or characteristic of the reign of Queen Victoria of England or the art, letters, or tastes of her time''. And, for whatever reason, the US around that time was heavily influenced by England of the time.
Do other monarchy-based terms (Edwardian, Georgian, Regency, Elizabethan, Tudor) get used in the rest of the world too?
Yes, at least in the US, but much less often. I'd say that Georgian and Edwardian are used occasionally, but usually in a few specific contexts. Regency less often, also in a few specific contexts. Most of these contexts are style-related (furniture, dress, etc.). Very seldom Tudor or Elizabethan outside a discussion of history.