The World Expo moves around. This past year it was in Italy but mark your calendar, the next World Expo will be in Chicago (although not until 2017). I think the Boston one was back in 2005.
From online pictures of the events, I really don't think Crystal Brush compares. While Crystal Brush draws some super talented painters thanks to the top 3 prizes, overall it's on a much smaller scale than Euro or World Expo. All you have to do is look at some of the historical winners from the past couple Crystal Brushes. There are some good entries, but quite a few of the winners are just average table top quality. As someone who paints those sorts of figures it makes me sad the subject hasn't had a better showing.
The closest comparable show in the US that I've been to is the MFCA show in Philadelphia. It's open system judging like Euro, usually draws a number of European painters as well as people from across the US, and is decent sized. I get the feeling that the MMSI show in Chicago next month is similar, although I've never been so hard to say for sure. I also think the SCAHMS show here in LA has some really talented painters but I don't have a good feel for the size of that show. I'll get my first chance to check that one out this coming April.
The impression that I've got is while the US has a lot of talented painters, there's just a larger concentration of fantastic painters in Europe. So while there may be similar shows in the US it's hard for them to really match the big shows in Europe. Again, that's just the impression I've got, I may be totally wrong.