It has to do with the side of the car that the driver sits on - for safety, they try to design the fastest sections of the track with the track barriers on the opposite side from where the driver sits.
To use oval-racing as the clearest example; in Nascar they go anticlockwise which puts the left-handed drivers' position on the inside of the track - in Auscar, the drivers are sitting on the right so they race clockwise.
On tracks where an infield circuit connects to a super-speedway, the direction of the super speedway section generally dictates the direction of racing.