We Americans struggle constantly with the balance between a cetralized and decentralized government. We even fought a civil war at least partly because of it. Very few people that don't live in Washington D.C. really honestly believe that the government in Washington has our best interests as their main priority. The Fedeal government for the most part is something we tolerate. It's a nessecary evil because only a strong central government is able to do the things that individual towns/cities/states can't do, like defend us from invasion by the Canadians.
I can't imagine we would ever peacefully hand over the reigns to some world body. We have a hard enough time trusting our own federal government.