Answer by taking a quote from the following article:

That Was the Week That Was, informally TWTWTW or TW3, was a satirical television comedy programme on BBC Television in 1962 and 1963. It was devised, produced and directed by Ned Sherrin and presented by David Frost. An American version by the same name aired on NBC from 1964 to 1965, also featuring Frost. The programme is considered a significant element of the satire boom in the UK in the early 1960s.

A Canadian show, This Hour Has Seven Days, aired from 1964 to 1966 on CBC. Although partially inspired by That Was The Week That Was, the Canadian show mixed satirical aspects with more serious journalism. It proved controversial and was cancelled after two series amid allegations of political interference. This Hour Has 22 Minutes, created by Newfoundland comic Mary Walsh, has been running since 1992 although the two are not related.  An Australian show, The Mavis Bramston Show, aired from 1964 to 1968 on the Seven Network. It grew out of the recent local theatrical tradition of topical satirical revue--most notably the popular revues staged at Sydney's Phillip Street Theatre in the 1950s and 1960s--but it was also strongly influenced by the British satire boom and especially TW3 and Not Only... But Also.  The New Zealand show A Week Of It ran from 1977 to 1979, hosted by Ken Ellis, and featuring comedians David McPhail, Peter Rowley and Chris McVeigh and comedian/musicians Jon Gadsby and Annie Whittle. The series lampooned news and politics and featured songs, usually by McPhail and Gadsby, who continued with their own show, McPhail and Gadsby in similar vein.  A Dutch version, Zo is het toevallig ook nog 's een keer, aired from November 1963 to 1966. It became controversial after the fourth edition, which included a parody of the Lord's Prayer ("Give us this day our daily television"). Angry viewers directed their protests especially against the most popular cast member: Mies Bouwman. After receiving several threats to her life she decided to quit the show. The show was praised as well: in 1966 it received the Gouden Televizier-ring, a prestigious audience award--though it turned out afterward that the election was rigged.  An Indian version titled The Week That Wasn't was launched and hosted by Cyrus Broacha.

Is there another country that had its own version of the show ?
The New Zealand show A Week Of It