Are you talking about giving to institutions, causes, campaigns, etc., or only to the non-Jewish poor? I don't know about the former. About the latter, charity must be given to the non-Jewish poor ‘in the interests of peace’. [Gittin 59b, Shulchan Aruch Yoreh Deah 151:12]
Mishnah in Gittin 59b:
The following rules were laid down in the interests of peace... The poor of the heathen may not be prevented from gathering gleanings, forgotten sheaves, and the corner of the field, in the interests of peace.
The practice is not restricted to pe'ah. The Rambam writes:
Any "stranger" that is mentioned [in Scripture] with regards to the gifts for the poor can only refer to a convert, for it states regarding ma'asér sheni [the second tithe], (Deut. 14:29) Then the Levite...and the stranger...shall come. Just as a Levite is a member of the covenant, so also the stranger is a member of the covenant. Nevertheless, we do not prevent the poor of the Gentiles from these gifts. Rather, they may come along with the poor of Israel and take them for the sake of peaceful relations. [Mishneh Torah, Gifts to the Poor 1:9]
The facts: Only 6% of Jewish mega-gifts (>$10M) go to Jewish institutions. Most go to universities, health-related charities, and the arts and culture. [Tobin, Gary A., Jeffrey R. Solomon and Alexander C. Karp. Mega-Gifts in American Philanthropy: General & Jewish Giving Patterns Between 1995-2000, San Francisco: Institute for Jewish & Community Research, 2003].