Some airlines do status comps, but that means you would have to switch to another alliance.
As you are SAS silver (soon gold) you can not automatically switch to another Star Alliance carrier and keep your status (but of course you can always start from scratch), so United Airlines and US Airways are excluded, but you could always try with Delta, American or Northwest.
I'm really not an expert on US carriers so I'm sure there are others who have better insight into this.
I also think there is a sticky somewhere about status matches and where you should send your documents.

All FF-programs have their pros and cons. The US programs tend to have better recognition and also offer many possibilities for free upgrades.
However if you are gold in a US program you usually don't get lounge access other than if you fly outside the US or on an international flight ex-US.
Lounge passes within the US are available for purchase, the fact that you are gold makes no difference other than that you get a discount on the lounge pass.
This is a major difference from for example SAS gold where you get lounge access everywhere, including when flying domestically within the US.