^Actually maybe even in three of the films since several of Hans' team are American.
Of course to destroy my own argument, as Hans says "Who says we're terrorists?"
I guess we haven't learned much about the actual plot beyond McClane and son fight Russians (maybe) but as different as they all are the Die Hard films do share the same DNA, they're all about something being taken over/taken hostage. In the first it's an office block, in the second it's an airport, the third is New York and the 4th is America. Be interesting to see what the hook of the fifth one is...I have a horrible feeling it'll just be McClane and Son vs generic band of hoodlums.
Hopefully the change of location will see the return of John McClane being out of his depth, I think the 4th one made him too super human.