just to clarify the last response, it is actually quite common for women to use 'buddy' where i'm from (canada) with other women and with men and vice-versa although i would say it is more common between males.

To add to the first answer. This is probably an American thing to say. It's quite common. It's used male-to-male only. We also use it as kind of a warning to a stranger (male) who may be sticking his nose in where it doesn't belong. Think passive-aggressive.

Buddy is just another way to say friend. Like a really close Friend