What states besides Japan have a/the Sibyl System?
Obviously, this had to be done with (major) spoiler(s). The spoiler below only to answer your question.


  
 Apparently japan is in the only one that operated Sibyl System (or any system alike). This fact shown in the movie.



On side note (this spoiler contains major plot spoiler - proceed with at your own risk),


  
 The movie also shown the fact that the entire world actually get a dive in governance - anarchy everywhere. Then, only Sibyl System preserve peace in Japan. Not to mention how Sibyl System managed to replace the entire Japan Diet Member and convinced to measure the Psycho-Pass of the society - as the consequence of Akane's Request in Season 2.



I hope you'll finish Psycho-Pass and catch up to Season 2 (including the Movie of course).