In Ontario, Canada you can call yourself a Software Engineer. It's prefixing that title with, Professional that will get you in trouble if you're not licensed with the Professional Engineers of Ontario under the Professional Engineers Act.

Requirements are pretty high: http://www.peo.on.ca/index.php/ci_id/2057/la_id/1.htm

But I suppose industry/capitalism loves the fact that we don't require licensing in order to produce software even if use of said software should be safeguarding health, property, economic interests, etc.