I currently do not live in the USA. I would like to find out if I still have to abide by FCC regulations.
The FCC's jurisdiction is only within the United States. You'll need to comply with the regulations in the location where you are operating.
That said, especially in the context of amateur radio, and even more so on HF, many of the FCC's regulations mirror ITU regulations which are adopted pretty much everywhere. As such it's usually a safe assumption that if something is prohibited in the US, it's prohibited most other places too. For example, a spark gap transmitter is probably not allowed anywhere. Likewise, prohibitions on commercial use, broadcast of music, and so on are almost universal.
The converse is not necessarily true: something allowed in the US may not be allowed elsewhere. Band allocations in particular can vary, and local jurisdictions can and often do add regulations in addition to what's agreed by the ITU. Check local regulations.
If you are operating under your US callsign, you typically need to abide by both the rules of the country you're operating in, and the US rules. From http://www.arrl.org/us-amateurs-operating-overseas (about CEPT/IARU):
"Class 1 licensees... may operate with the same privileges they are authorized in their home country provided that they do not exceed those privileges granted to the highest class license available in the country."
So if the country you're in allows you to operate on 4m but the US does not, you're not allowed to operate on 4m - as long as you're using the US callsign. If you operate under a callsign issued by that country, you're free to do so.
All of this depends on the agreement that the US has with the country you're operating in. There's no general answer.
You need to abide the regulations of the country you reside in.