Technically Champagne is only considered "Champagne" when it comes from Champagne, France. Everything else is sparkling wine. Though various wine regions call their sparkling wines by different monikers: Cava in Spain, Prosecco in Italy, Sekt in Germany and Cremant for bubblies from all other areas of France. However, many sparkling wines around the globe are made with the same grapes and in the same method (the traditional method of Champagne, "Méthode Champenoise") where the second fermentation happens in the bottle as opposed to a closed tank.
Learn more about Champagne and Sparkling Wine here.