Some Brazilians love to say that we are a dishonest country (which some people call Jeitinho Brasileiro). Someone even created an article on Wikipedia for this so-called behaviour.
I don't believe that dishonesty is inherent to any country or culture, but I've never seen any good study that endorse this.
There is this experiment where they "lost" 12 wallets with $50 on purpose in 16 cities. It's clear that there are some problems with this experiment. For instance, 12 wallets is a small number for scientific purposes.
There is also this one, which was a survey asking some travellers around the globe about their honesty. The problem with this is that they just asked people hoping that everybody would answer honestly (relevant question on Skeptics). Also, honest people might be more willing to answer this survey than dishonest people.