Short answer: yes, provided you don't offend anyone. Longer answer: yes and/or no, depending on how you look at it.
Firstly, I'm a little surprised that no one has mentioned the language barrier with respect to international market size. The US is about 60% of the English-speaking world (by native speaker count), so it's a little surprising that international sales are as strong as they are compared to domestic sales - it seems 40% domestic to 60% international is becoming the trend. Until relatively recently a US film could expect roughly three equal amounts from domestic box office, foreign box office, and other sources (DVD, cable, etc).
Secondly, there are a couple of problems with the question. The first is the word "generally". You have several good answers with numbers comparing US vs. worldwide sales, but these are all fairly successful, well received films. When you move from a domestic market to an international market you will notice something TVTropes likes to call the "import filter". You can read more about it there, but as 90% of all movies are crud, most films are never exported in the first place.
To show a film in a cinema you typically need to go through a certification process. You pay some board a fee to sit and watch your film, they tell you to cut 1.3 seconds of excessive violence and one incidence of foul language (so that they look like they're working), and then you re-edit the film at your own expense. If you want to show the film in the UK, France, Germany, they all have separate boards. They will all ask for different edits. An example with special relevance to war films: Germany in particular is notably more strict on depictions of violence, Nazi symbolism, and glorification of war. Depending on the local language and culture you will also have to rework a lot of the marketing material too.
The upshot of this is that an international release incurs a lot of additional cost. This has the effect that a film will only be released internationally if the distributors are already relatively sure that they will make a profit. A larger number of films will be made that never get a theatrical release outside the US. For example, IMDb 7.1/10 rated, Tigerland, a domestic flop that grossed less than 2% of its production cost, never had an international release. So one answer to your question is "no, most US military films make little or no money outside the US". Another answer would be "yes, if they get an international release at all they will typically make a fair profit".
The other problem with the question is the assumption that you can so easily split the domestic and foreign profits of big budget films. Pearl Harbor had a budget of ~$151m and domestic takings of ~$198m. After you consider the $45m marketing budget you're little more than breaking even. No one would ever make that film if they were only hoping for that kind of return. When you factor in the international box office takings you get a much more respectable gross of $449m. Did this movie profit outside the US? You could easily say it only made its profit outside the US. More dramatically, Battleship had a budget of $209m, a domestic take of just $65m, and was barely rescued by international sales of $237m.
Anecdotally, I'd say good, honest US military films, with strong production values, are as well received here in the UK as they would be at home, WW2 films especially so. Obviously, films that outright offend a particular country don't do as well. U-571 took only $50m internationally, compared to domestic takings of £77m, probably because no one in the UK went to see it. A rough back-of-the-envelope estimate based on the domestic suggests that this film earned about $65m less internationally than might be expected.