Yes, are you a resident? That is the key question.

Some banks are more fussy than others. AMEX is more benevolent and will be approved even with a bank statement (which you may receive electronically and you may change your address there as you please.

CITI will ask for utility bill, landline phone, Netflix… something that is physically attached to an address. If you are not a resident, an ITIN confirmation might be a good idea.

Generally it is difficult for non-residents to get a card, but not impossible. You must strategize and be patient. For example, get a card made for establishing a credit score first, with a prepaid credit limit for a year. (Citi has a good one.) Once you get one card, you may ask for more. But it will take years.