While the CE is an EU designation, customers elsewhere in the world might see the label on a products that could be bought and sold around the European Economic Area. Currently, 33 countries require CE designation for a product to be sold domestically. The most likely case where you'll see an electronic device not marked with CE is if the company isn't shipping the item to Europe. If a business isn't involved in any of those markets, it likely wouldn't bother seeking out the additional certification.
For people in the US, there are no regulators that recognize the CE standard. But this country has its own suite of labels that denote compliance with health safety regulations. In the case of electronics, you might see a couple different designations. One is the UL label, which stands for Underwriters Laboratories, and it can be found on a consumer products, electronics and industrial equipment. ETL certification is another option that can be applied to similar product categories.
Even if you're looking at a gadget that seems like it should be covered under the EU rules, there are always exceptions. Health and safety regulation tends to be at least a little convoluted everywhere in the world, so it's possible that a device falls under a different certification and thus wouldn't also carry the CE.