Start a company abroad!
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Australia - Sydney https://www.border.gov.au/Trav/Visa-1/132-
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Singapore https://www.startupdecisions.com.sg/singapore/relocation/entrepass/
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Canada - Montreal, Vancouver, Toronto http://www.cic.gc.ca/english/immigrate/business/start-up/index.asp
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Sweden - Stockholm https://www.migrationsverket.se/English/Private-individuals/Working-in-Sweden/Self-employment.html
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Switzerland - Zurich (Not a full-fledged program, but something like it...) https://www.swissinfo.ch/eng/self-employment/29236344
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U.K. - London (Only 200 awarded each year. Eek!) https://blog.migreat.com/2014/09/02/tier-1-exceptional-talent-for-tech-what-do-you-have-to-gainutm_sourceblogutm_mediumlinkutm_campaignaugustpushetv/)
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Japan - Fukuoka http://www.fukuoka-now.com/en/startup-visa/
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Israel - Tel Aviv (Not sure if the program been implemented yet?) https://www.israel21c.org/israel-to-offer-startup-visa-for-foreign-innovators/
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Poland - Warsaw http://startuppoland.org/en/knowledge/visa-policy-for-startups/
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Germany - Berlin http://www.make-it-in-germany.com/en/for-qualified-professionals/working/setting-up-a-business-in-germany/visa-for-self-employment
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France - Paris http://visa.lafrenchtech.com/
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Brazil - Sao Paulo https://www.google.it/url?
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Denmark - Copenhagen http://www.startupdenmark.info/
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Netherlands - Amsterdam https://ind.nl/en/work/Pages/Start-up.aspx
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Lithuania - Vilnius http://www.startuplithuania.lt/en/why-lithuania