I could have saved doing this thread and just looked at Wikipedia. Without going into excessive details the following trend seems to appear. Former British colonies call 26th December Boxing Day if they’re a “Christian country”. Former British colonies that one wouldn’t describe as Christian don’t have any civil holiday on 26th December, e.g. Bangladesh, India, and Pakistan. Those former colonies commonly known as the Dominions (Australia, Canada, and New Zealand) seem to call 26th December Boxing Day. There are two exceptions: in Australia, South Australia calls it Proclamation Day and South Africa calls it Goodwill Day.
European countries that are generally considered to be “Catholic” countries call it St Stephen’s Day. European countries that are generally considered “Protestant” countries call it Boxing Day. A small number of countries call it the second day of Christmas.
Strangely, Wikipedia says in the US it’s called First Day of Kwanzaa. The US Office of Personnel Management says it isn’t a public holiday.
Here’s the source the if you’d like it.