I do not live in the United States, but would like to come to the States to become an actor.

There are literally thousands of well-trained, experienced and well connected American-born actors in LA, NY and elsewhere in the US. They understand the system. They live in it day after day. They are knowledgeable about the industry and, believe me, they have spent many years studying, struggling and "paying their dues". They do not have any visa problems or restrictions and they have great personalities and talent - innate and practiced.

These people are your competition. What are your chances? Very slim. I suggest you spend a few years where you live; auditioning, taking classes, building a solid body of good acting work and developing knowledge of the industry and some industry connections before you make the leap across the pond.

To find out the visas you need to study acting or to work as a paid actor in the States, contact the 

US Bureau of Citizenship and Immigration Services 

re: student visa and visas for working as a performer in the U.S.