Canada received sizable continental European immigration in the early 20th century (albeit dwarfed by the numbers in the US), but Australia/NZ did not. It was around 95% British/Irish until after WWII.
Despite the US having had more continental European immigration than Canada which in turn had more than Australia/NZ, surnames like Smith, Brown and Williams are shared among the most common last names in these countries.
In the US, English and Spanish names top the list of the most common few dozen surnames. In Canada, English, French/Quebecois and Asian/Chinese surnames top the list. And in Australia and New Zealand, it is mostly English names, though the latter, like Canada has some Asian names further down the list.
Names that are continental European, such as German, Italian etc. don't seem to show up, but this could be because they are more evenly divided or split among various linguistic origins. Additionally, many Americans with some continental European names like Germans, Scandinavians, etc. anglicized their last names, and African Americans often have English-origin last names too.
https://en.wikipedia.org/wiki/List_of_most_common_surnames_in_North_America
https://en.wikipedia.org/wiki/List_of_most_common_surnames_in_Oceania
http://allaboutcities.ca/comparing-cities-through-surnames/
All of Latin America received heavy immigration. Latin American countries are just like the USA or Canada, they have large diasporas of various immigrant groups. There are over 1 million Lebanese people in Venezuela for one example.
Latin American diversity seems often overlooked because North Americans often consider Latin Americans/Hispanics as a single "group" (including on the US and Canadian censuses), regardless of ethnic/ancestral origins.
This seems especially the case in the states, where demographic stats are often reported by separating the Hispanic group from non-Hispanic groups (be they black, white, Asian etc.), regardless of "race".