In Scotland we wave to another driver if he or she gives way to us on a norrow road or if there is traffic calming measures. We also flash our hazard lights if someone lets us in infront of them. Flashing headlights like someone else said can mean a million things in the UK. We also indicate right if we are going round a round about and then left to exit.
In South Dakota it is law that if there is a car stopped on the hard shoulder you must pass it in the fast lane to give more clearance. I suppose it makes the shoulder safer and makes it easier to tell if someone plans to stop.