Unfortunately the answer to that is no. Or rather, in theory, yes, in practice, no.

There's an international treaty which means that someone married in, for example, the UK is counted as married if they go to, for example, the US. Unfortunately most governments, including the US, are all too happy to ignore the treaties they've signed if the administration in power can use it to further their own immediate ends.

If, hypothetically, a gay married couple from Germany (where gay marriage is legal) emigrated to the US then under the treaty the US has agreed to recognise that marriage. However we must remember that an international treaty is a promise made by a politician, and we all know how much we can trust promises made by politicians.

My guess would be that if one of our hypothetical German gay married couple died, and the survivor started to try to deal with the deceased's financial affairs (as is necessary when a spouse dies) then the US government would immediately break the promises they made in the international treaty and claim that the two people were not officially married.

Since there is no actual international court which all countries have submitted themselves to, there's no real comeback (apart from bickering and name-calling) on the US. The exception to this would be if a number of countries banded together and levied financial sanctions on the US's already unsteady economy until the US complied with the international agreement.

This is exactly what happened when Bush levied protectionist tarrifs on steel imports to the US. The tarrifs broke the international agreements, and the WTO, in the place of an independent judge, ruled that the tarrifs were illegal. The US basically didn't care, until the EU levied their own tariffs against the US - cunningly picked so that they hit hardest the US areas which were most likely to fall to the Democrats in an election. Bush crumbled under this pressure and gave in to the WTO's ruling.

Since gay marriage is legal in only 2 EU member countries, it is high unlikely that the EU would take similar action to force the US to comply with international treaty should the hypothetical incident described above ever occur. There might be complaints from Germany, but no actual force (in the form of sanctions or tarrifs) to stop the US from breaking their promise.