In 1893 New Zealand gave women the right to vote in parliamentary elections, making it the first self-governing country to do so. However women couldn't be elected to parliament - this followed in 1919. The first country to give women full political rights, i.e. both the right to vote and to run for office, was Finland in 1906. In the US the territory of Wyoming gave unrestricted suffrage to women in 1869. In 1896 Utah became a state and reinstated women's suffrage (that had been removed in 1887).

More Info: en.wikipedia.org