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Greek has upper and lower case. From mathematics/physics you may have come across e.g. the ones for sigma (Σ, σ). Cyrillic also has them; most look the same between the upper & lower case variants, just bigger/smaller (Л, л), but there are some that differ (А, а).
I don't think most Asian scripts have letter cases. Javanese script does have upper case but only for a small subset of letters and they are generally not used anymore.
Cyrillic and Greek, yes. There are also equivalents to the serif and sans-serif typefaces in Chinese, Japanese, and Korean typography.
On the Web, boldface (but not italics) is very commonly used across various writing systems. Obviously no all caps for those without capital letters.