Vietnam hasn't any native desserts, but all those years under French rule gave them some great pastries. I can't think of a country in Europe (Western or Eastern) which doesn't do dessert. The Middle East has halvah, India has tons of sweets, kheer and gulab. Thai restaurants in the US usually only offer boring fried bananas and coconut ice cream, and sometimes to die for mango with sticky rice, but in-country there are more "k'nomes" than you can shake a stick at. Many are made with sweetened coconut milk and sticky rice. Malaysia and Indonesia have lots of jellied stuff. I'm not sure about Africa - feel free to enlighten me.
Basically this post is to justify stopping off at the donut place next to Chef Lee's this afternoon. :-)