Western Union doesn't allow transferring from Sri Lanka to USA. You need a bank to bank transfer. Else, if you have a debit card and PayPal, you can transfer it to the person in US. Whats the purpose, amount, whether you have a RFC account, share the details here.
You can send money from Sri Lanka to a foreign country through Seylan Bank. Even I struggled last year to find a reliable way to send money abroad. Many friends recommended me to send money through Seylan Bank as they offer a fast and convenient service, and I am truly happy with the service I've received. Check out their website to learn what exactly you need to do -