It is difficult for two reasons. Number one, the accounting standards that Canada, Australia, and a few other countries use are far more strict. For instance, if you were to look at the financial statements of Greece, they're not very pretty, but they also don't include a lot of liabilities that should be on the books—pensions, benefits, things like that. So you have to understand what accounting standards are in play.
On the second piece, you're quite right, you do need that understanding of total government. So when you look at the public accounts of Canada, you're only seeing the federal portion, but there are also provincial and municipal. Not all countries are the same. China has five levels of government. I think the U.K. has two, if I recall correctly.
Statistics Canada and its similar organizations in other countries do make an attempt to publish whole-of-government debt information, so they consolidate the three. You can actually look at a comparison among Canada and other countries. From a Statistics Canada perspective, you'll get all the levels of government together, but you're still hamstrung by the differing accounting standards at play, so you do have to understand if they've included all of the liabilities on their books. For instance, OECD produced a report comparing countries, and in the fine print you'll notice that they say, well, not all the accounting standards are the same, and so it is very difficult to compare.
I always look to Australia because their accounting standards are solid. They get a clean audit opinion, so you know you have good numbers there. If you look to the U.K., they've only recently been able to produce their first consolidated financial statement. The U.S. produces one, but they don't get a clean audit opinion, so you have to take the numbers with a grain of salt.