One concern with using one Will that covers multiple jurisdictions/countries (i.e. a single multi jurisdictional Will) is that jurisdictions have different formalities that must be satisfied. For instance, in California two persons must witness your signature when you sign your Will. But more than this, they must be (i) present at the same time, and witness either the signing of the Will or your acknowledgment of the signature, and (ii) understand that the instrument they are signing is the your Will. Every jurisdiction has its own requirements; if one of these is missing, the Will may be invalid and ineffective (in that jurisdiction).
Therefore, one advantage to using two or more separate situs Wills is that it avoids this problem. Regardless whether a single multi jurisdictional Will or several single jurisdictional Wills are used, to ensure that the formalities have been satisfied, two attorneys should be involved: a local attorney and a foreign one.