On Oxford Dictionaries Online, the US English dictionary writes it as one word and has no entry for the spelling including a hyphen, while the British English dictionaries only have the hyphenated version (in the above link, click on "Definition of northeast in British & World English dictionary" at the bottom to see the difference). It seems that you are right and "northeast" is American English, while British English spells it "north-east".
However, Cambridge Dictionaries Online do not have any reference to the hyphenated variant!.
Collins English DoctionaryDictionary only has the version as one word, specifically including a reference to British English:
British English: northeast The northeast is the direction which is halfway between north and east.The land to the northeast fell away into meadows.ˌnɔːθˈiːst; ˌnɔːrˈiːst NOUN
The Wikipedia article on compass directions only hasshows "northeast", the but not "north-east". The direction between northeast and north is called "north-northeast". Be careful with Wikipedia, however, you never know where its authors are from.
In conclusion, I would say that writing "northeast" should be generally accepted. I would only consider hyphenating the term if I was writing for a purely UK audience, if at all.