According to the Wikipedia article "List of countries' copyright lengths" the only country currently having no copyright law is the Marshall Islands, and that country is said to have a non-copyright-based law providing that "Unauthorized sale or commercial use of sound & audio-visual recordings is prohibited"
However, if a person goes to the Marshall Islands, makes unauthorized copies of works there, and posts those copies to the net, the copyright owner could obtain an injunction under US copyright law requiring the site operator or host to remove the infringing content or be shut down. Similar orders can be obtained under the laws of other countries. In addition, the copyright owner could send a takedown order under the US Digital Millennium Copyright Act (DMCA).
A copyright suit could be brought by the copyright owner in any country where the unauthorized copies are distributed and, if damages were awarded, property subject to the jurisdiction of the court could be seized to pay them.
In the US, infringing copies could be seized by customs officers when they are imported into the US. Also, If an infringement suit is won, the court an order any infringing copies to be seized adn destroyed.
Of course, if such copies were made in small numbers and distributed privately, the copyright owner might not learn of it. And in any case the copyright owner might not choose to take legal action. But merely making such copies in the Marshall Islands will not make the infringer safe from civil actions, nor will it make the copies lawful in the US, nor in most other countries.
 Unauthorized Copies of Recorded Materials Act, 1991 [20 MIRC Ch.2]".
 17 USC 502 (a) provides:
(a) Any court having jurisdiction of a civil action arising under this title may, subject to the provisions of section 1498 of title 28, grant temporary and final injunctions on such terms as it may deem reasonable to prevent or restrain infringement of a copyright.
 17 USC 512 (c)(1)(C) and 17 USC 512 (c)(3)
 17 USC 602 (a) provides:
(a)(1) Importation.—Importation into the United States, without the authority of the owner of copyright under this title, of copies or phonorecords of a work that have been acquired outside the United States is an infringement of the exclusive right to distribute copies or phonorecords under section 106, actionable under section 501.
(a)(2) Importation or exportation of infringing items.—Importation into the United States or exportation from the United States, without the authority of the owner of copyright under this title, of copies or phonorecords, the making of which either constituted an infringement of copyright, or which would have constituted an infringement of copyright if this title had been applicable, is an infringement of the exclusive right to distribute copies or phonorecords under section 106, actionable under sections 501 and 506.
 17 USC 503 (b) provides:
As part of a final judgment or decree, the court may order the destruction or other reasonable disposition of all copies or phonorecords found to have been made or used in violation of the copyright owner’s exclusive rights, and of all plates, molds, matrices, masters, tapes, film negatives, or other articles by means of which such copies or phonorecords may be reproduced.