Argentine ones are usually flour dough and baked, while Venezuelan are fried and have cornmeal. Have not ha Chilean.

Saltenas are the northern Argentina/Bolivivian style
Colombian ones more likely to be fried

I think my favorites are Argentine empanadas and Bolivian salteñas. Authentic Argentine ones are small, with a bready dough but not as thick as the dough at Julia’s. Beef or ham and cheese are my favorites.
I’ve never been to Bolivia so I’ve only had them in the DMV. But they are really yummy and made with a slightly sweet dough and the filling is more like stew. The chicken ones are my favorites.

How do empanadas differ depending on the country of their style?

I used to live in DC and loved Julia's Empanadas. They had a thick doughy crust and a certain type of flavor. I looked it up and I believe they were Chilean style.

Last night I had empanadas out in Maryland and they were good but tasted totally different. They were smaller and fried, and softer and moister, too.

It made me wonder what the difference was between different countries and which ones do people like the most?