Worked Overseas for US company. Do complaints need to be filed in the state that the head office is in?

As a general matter, employment in the United States is on an at-will basis. That means your employment may be terminated at any time for any reason or no reason at all. Some foreign countries may have stricter rules that require "good cause" for termination, which the U.S. does not require. You should consult with an attorney who practices in this area. You may wish to consult an attorney in the country in which you were employed as well.