do the "others" pose a threat to anyone besides westeros?

[snow is the man]

I have wondered about this. If the white walkers got south of the wall would anyone outside westero's be in danger? Or could they get to esso's and other places.

[Coolbeard the Exile]

The five forts of Yi Yi were possibly built to defend against them. 

[Helikzhan]

The Long Night is said to have affected Essos possibly freezing the Rhoyne all the way down to Selhoru which is about 2/3rds southbound on the continent.

As Coolbeard mentioned if you look at all the stories and prophecies in Essos you can find some that seem to fit the Age of Heroes which lasted from 10,000 BCE to 6,000 BCE (before current events). Azor Ahai is an Asshai prophecy so it's possible the Shadow Lands were also affected. 

[U. B. Cool]

do the "others" pose a threat to anyone besides westeros?

Ah that is a very good question.  Are they a threat at all?  Was our author remembering the Vietnam War when he wrote the story?  That was one of the justifications for sending troops to a foreign land was stop the spread of an opposing ideology.  Good question.  Mel, Jon, the NW, the old scrolls from Asshai all call for military action against the threat.  Are they right or misunderstanding the situation?

[Lord Varys]

Since they are bringing cold and winter with them wherever they go they certainly are a threat. And if their mission is to extinguish mankind they won't stop in Westeros.

Once the new winter is come they should be able to freeze the seas, bringing cold and death to the entire world. The chances are not that bad that we might see this happening in the Bay of Ice or even later with the Bite.

The winters George is describing strongly imply that not only the rivers are going to freeze. The lagoon of Braavos was already beginning to freeze in autumn.

[Moiraine Sedai]

I think Dorne will remain free of ice.  The white walkers will advance but I don't believe they can cross the Narrow Sea.  Everyone will become Dornish before this is all over.