Protip for anyone considering moving to the US. Make sure you open an Amex card in your current country at least 3 months before moving. Amex has a system where as a customer from another region they will let you open one card without needing US credit rating! Make sure you pick a card that doesn't have an annual fee as your first card, since a component of most credit scores is the age of your oldest card, so you want to keep this card open forever, so a fee would suck.
I'm approaching 2 years in the us and this has been quite helpful, however I'm still in the situation someone else mentioned. My credit score is high, but I have gotten rejections from "not long enough history" (chase)
But getting an Amex platinum after the fact was no problem to get in on the whole Airport Lounges US credit card thing.