I believe Southwest don't operate any international routes at all - they are at the moment setting up codesharing with WestJet for US-Canada flights. I believe they are also looking at flights to/from Hawaii as well, although ETOPS might be an issue here
Then again, when you have the whole of the lower-48 states in the USA in which to fly, international flying which adds complexity to the operation is not really necessary to grow one's business
As an example of scale comparison, Wikipedia shows Southwest to have 539 737s, compared to Ryanair's 181. Sure, the 737s Southwest fly are smaller than Ryanair's 737s in terms of passenger capacity..... but that's still a lot more metal in the air