When Jean Phillipson's family returned to Fairfax, Virginia, after living in Bolivia, the main thing her 10-year-old son complained about was the bus ride home from school. "He wasn't allowed to have a pencil out," says the mom of three, "because it was considered unsafe."

Welcome back, kid, to the land of the outlandishly cautious.

I asked children and parents who'd lived both abroad and here in the States what struck them as the biggest difference. They all said it was the lack of childhood independence in America.

In Berlin, says Tully Comfort, an 11-year-old living there now, "me and my friends will meet up and go to the market and get something to eat on our own." But a year ago, when she was living in the U.S., "the parents had to always be around."

Tully and her family lived in Costa Rica and Mexico for six years before moving back to her mother's hometown of Montclair, New Jersey, when she was 7. "I enrolled her in public school and right away we came up against this lack of freedom," says Tully's mom, Julie Comfort. "They told me my daughter was not allowed to walk to school without an adult until middle school."

Back when she was her daughter's age, Julie says, "I used to walk with my friends in this same neighborhood." But since then, fear of strangers and liability issues have ossified into hard rules. Fed up, the Comforts moved to Berlin, a city Julie picked after vacationing there and seeing "a little kid, maybe 3 years old, riding his bike down the sidewalk, and his parents were way down the street, nonchalant."

Thirteen-year-old Molly Lukas lives in Germany now, too, after stints in Belgium, Austria, and metro D.C. Her dad is in the Foreign Service. Molly loved being around her extended family when she was back in the States about a year ago, but there were some annoyances. "One time I made plans with my friend to go to Chick-fil-A. My friend's mom had to drive us and she stayed there to make sure we were OK while we were eating." In Germany, on the other hand, "I bike to school every day—it's about 10 minutes away—and I can take the bus and trains alone."

"My daughter always says, 'Oh, I wish we could have more playdates like in Brazil!'" says Claudia Jorge, whose family of four recently relocated to Havertown, Pennsylvania. "Here we have to schedule them; there she just goes and knocks on the neighbor's door."

Tully, the 11-year-old, makes a similar observation about American playdates. "In New Jersey, the parents were watching us all the time. It was kind of weird."

Jenny Engleka raised her daughter in Mexico, Panama, and Germany before moving back to New Jersey a few years ago when the girl was 12. In Hamburg, she recalls, "kids are traveling all the time by themselves" starting at age 6 or 7. But here, children's activities are far more likely to be both structured and supervised. "Your weekends are filled up with soccer games. Even for kids that are mediocre players, they're still quite involved."

And once they're in a league, there isn't much wiggle room. You come, you play, mom drives you home. In Germany, says Molly, the 13-year-old, if someone wants to stay and keep playing lacrosse after practice has ended, she just does. "My sister's gotten a lot better at lacrosse since she's been able to go on her own time without bugging my parents about it."

If the coach is still around, sometimes she—or he!—will take the kid home.

Trust is still normal in most of the world. And something about that trust allows kids to expand. Abby Morton, who raised her kids in Thailand for two years while she and her husband worked there as teachers, still remembers the recycling project one of her sixth-grade students brought in. He'd taken some scrap metal and fashioned it into a working crossbow. "It could shoot a spear!" says Morton, now back in Boston. So she took the class outside and let them try it.

But in the home of the brave, a kid can't hold a pencil on the school bus.