Not in Canada. It's illegal here to call yourself an 'engineer' unless you're a licensed engineer. It's a protected term, like 'doctor'. So unless you studied Software Engineering, which there are many schools that teach it, and hold a P.Eng, then you can't use the term.
Technically you can also call yourself an engineer in Canada if you're an EIT (registered Engineer In Training), and you're working under the supervision of a P.Eng (Professional Engineer).
ISTM that the primary benefit of the P.Eng system is that 'Engineers' are required to uphold a precise ethical standard; passing the ethics exam is probably the most significant hurdle in getting a P.Eng after actually finishing your degree.
That said, it's also about the only hurdle aside from gaining 4 years of work experience in the field. (In theory you need to show improving technical skills, continuous learning, etc., etc., but in practice it's somewhat of a rubber stamp. (And coincidentally, at the end, you can get a rubber stamp.))
That's technically true in many US states as well, but I've never heard of it being enforced outside of the fields where many practitioners are licensed (mostly Civil Engineering, to a much lesser extent Electrical and Mechanical Engineering).
In practice, I don't believe any U.S. states attempt to regulate the mere linguistic usage of the word "engineer", the way that Canada does. Pretty much anyone can call themselves an engineer, or have the word "engineer" in their job title. What's regulated is that there are certain situations, mainly in civil engineering, in which a required document can only be signed off on by someone with a state engineering license.
It's enough of an issue in Canada that Microsoft stopped calling their peons "Microsoft Certified Systems Engineer", instead using "Microsoft Certified IT Professional".