Personally, I had never really known my facts about this. To be honest, I wasn't even sure if the U.S. was the only country to have put men on the moon. But, from some hasty research, here's why nobody else has been there:
1) The USSR DID in fact have plans to send a man to the moon. The N-1 Rocket (Saturn V's competitor) was prepped to serve as the propulsion for the missions, but a series of catastrophic failures led to the USSR's decision to halt the program. It was officially cancelled in 1976.
2) 95% of nations are fiscally unable to have a lunar program
3) Preliminary, basic information has already been found by the Apollo missions. In other words, everything we need to know about the moon has already been acquired.
4) Even for 1st World Nations, it's still a financial hardship. The Apollo program cost 23.9 Billion Dollars (NOT adjusted for inflation!)
However, lunar studies are not over at all! China plans to send multiple probes to the moon in the near future. Lunar colonies are still an option, but more of a vision than a direct goal.