Robert Mugabe, butcher and marxist-kleptocrat of Zimbabwe, is a Knight Commander of "the Order of the Bath", not of Bath.
I can see the confusion: "Prince of Wales", "Duke of Edinburgh", etc, but not "Knight of Bath". The Order of the Bath is a specialist honour with an entertaining royal provenance - I'm sure Google will have the details.
Whatever. The point is that you don't need to be a Brit to hold a British Knighthood.