Ben Muse has a useful post that links to several measures of corruption. For example, according to Transparency International, the best scoring countries are Finland, Iceland, and New Zealand. The worst are Iraq, Myanmar, and Haiti. The U.S. is 20th. Seven out of the top ten are Scandinavian (if one may include Iceland and Switzerland in that category--I get all those little northern European countries mixed up). The remaining three are what James Bennett would call Anglosphere countries--those with a heavy influence of British colonization. Only two countries (Luxembourg and Austria) from outside Scandinavia and the Anglosphere manage to break into the top 15.
UPDATE: Tom Donelson looks at the Heritage Foundation/WSJ freedom index from an Anglospheric perspective.