I think that memory cards are region-free...in any case, my US PS1 memory card works when I play my Japanese PS1 games on my JPS2, so I can't imagine that a US PS2 card wouldn't work the same way.
They are Region-Free. And unlike Gamecube Memory Cards, they don't need to be reformatted for using Japanese saves only or American/Euro saves only. You can mix & match regional saves however you like on Sony Memory Cards.
Generally, all accessories are region-free. Too bad Nintendo came and messed that up with GC mem. cards, though it's a software problem and not a hardware issue.
Of course there were some controllers in the 8-bit days that weren't region free, but all the new stuff is.