Most of the REUs are for US citizens only. However, some of them do admit international students who are willing to fund themselves or find some external funding. Is it popular among international students to participate in such way? Is it much easier to be admitted because you are funding yourself? Are you somehow "treated" differently? What is your personal opinion whether is it worth it? For example, for a student which is planning to apply to PhD programs in the US later. It's much cheaper to do research at your own country, however, the research experience could be much better in the US, if you are from a relatively underdeveloped country, for example.