Most Americans really, really don't. Gallup puts Americans' trust in major institutions, including several parts of the government, at around 30% [0]
In OECD countries, trust in government sits at around 39% [1]
I would say that most people in Western nations don't trust their government. Whether they agree with what all their governments are doing is another issue-by-issue matter, but I would guess they don't love that on the whole, either.
[0] https://news.gallup.com/poll/712436/confidence-institutions-...
[1] https://www.oecd.org/en/publications/oecd-survey-on-drivers-...