Nope. The very first thing you need is not your passport (unless you have the nationality of another country - in which case you would get both an American passport and the passport of the other country).

The first thing you would need to do is find out which country would accept you. There are very definite hoops you have to jump through.

Do you have the right education qualificaitons for that country?

Are you the right age?

Do you have millions to invest in a business? Or do you bring a rare skill that they want?

Can you speak their language?

I was able to live in the USA because I won a Green Card in the Diversity Lottery. I didn't qualify. I could live in Europe and the UK because I had a German father and therefore inherited German nationality. And because I'm German, I'm a European citizen, and therefore can live anywhere in Europe. However, that no longer applies to the UK, because they left the European Union.

I can live in South Africa, because I also have South AFrican nationality (my mother was South African).

So it's not the thousands of dollars to move you need to think about - it's getting permission from another country to live there. That is what immigration is.