Up until the mid to late '90s, it was common for obscure acts to only have their material available locally, or in select countries. Germany's Blind Guardian didn't have their catalog released outside of Europe and Japan until they signed with international label Century Media in 1988, a full decade and five albums after their debut.
Japanese bonus tracks for non-Japanese artists are often non-album tracks taken from singles, but sometimes there are exceptions and a track never gets released outside of Japan at the time (sometimes they get belated releases on later compilations). Examples:
Shaggy's "Demand The Ride", from the Japanese version of Boombastic. Also on the 12" version of Why You Treat Me So Bad but not on any CD release of it.
Jamiroquai's "Getinfunky" from the Japanese version of Synkronized (also on the Australian tour edition).
Megadeth's "One Thing" from the Japanese version of Cryptic Writings. Later released, remastered, on Warchest.
Megadeth's "Coming Home" from the Japanese version of The World Needs A Hero. Later released, remastered, on Warchest, albeit it does not fade in like the original.
Megadeth's "Out On The Tiles" from the Japanese version of United Abominations.
The Clash's "The Cost Of Living Advert" is only on CD on The Cost Of Living EP that is in the Japanese Singles Box set, which is much more expensive than the standard version. Naturally, this was on the original UK vinyl EP, screwing over fans who wanted a perfect replica.
Jamiroquai's "That's Not The Funk" from the Japanese version of Rock Dust Light Star. Also released as a download in Germany, but not in the UK.
Daft Punk's "Horizon" from the Japanese version of Random Access Memories.
Gilby Clarke's "West of the Sunset" was only released on the Japanese edition of Pawnshop Guitars.
A well known example from the days of CD singles is the non-album B Side which quite frequently would only appear on singles released in the UK and Europe (especially Germany). There are still latter day examples of this like R.E.M.'s Nola, which was only released on the Oh My Heart single, only released in Germany, and not available for download.
A few years ago, there was a concert DVD released for Rock For Toronto — which was a concert that was headlined by The Rolling Stones, after Toronto underwent a major SARS epidemic. There was one DVD that was released to the whole world, but the other DVD, that had strictly Canadian music on it, was released in Canada.
Some albums are released only in a specific region of the world on iTunes and will only allow credit cards from said region.
For physical CDs, most music stores will ship worldwide (it's easier to list those who don't: Walmart.com and cdnow.com), or you can even turn to eBay. However, for digital albums, they're mostly restricted to the country the store is hosted in, or the continent the store is hosted in if the store is generous. So, if the album you're after is available in CD format, you have a fighting chance to own it legally. Otherwise, your only option is to hope someone passes on a digital copy into the vast darkness of the interweb.
Or, you ask someone in that country to buy it for you. This is perfectly legal.
Spotify is a similar case, it is an awesome on demand streaming service but only available to a small selection of European countries (getting more though, but the reason why it launches in one country and not in the other are a mystery to the consumer).
The Stone Roses cancelled their planned tour of the USA in 1990 by saying "America doesn't deserve us yet." Now that's blatant No Export For You.
Visual Kei bands in general. There is a reason that Visual Kei fandom outside of Japan started as a direct result of piracy, especially for non-major bands and even for major bands: while, now, you can find X Japan and Luna Sea and Miyavi on Itunes or the like, even those insanely popular, major bands and artists were once almost impossible to acquire outside of Japan without resorting to piracy (or to CD Japan's insane prices, or to other resellers). Now, more bands and artists are available, but old, now-disbanded bands are still hard to find in full anywhere. For example, just try to get the entire discography of The Zolge or Tokyo Yankees or Gilles De Rais without pirating anything or buying from a reseller.
This is why, though piracy is becomg more and more frowned upon (pirating from artists who sell directly is considered an insult to them and risking their future), "preservation piracy" is actually very much encouraged and welcomed as a form of Keep Circulating the Tapes: if you have something connected to an early Visual Kei band or event or interview, you are keeping the history alive and remembered by posting and sharing it. Fans doing this (even for major bands where ephemera like posters or TV interviews often fades into legend and nonexistence) is why a lot of Visual Kei history exists.
Nujabes albums, in their entirety, including the Hydeout Productions collections, are not available in the United States. Used copies fetch high prices on eBay and Amazon.
The Ark almost got all their albums distributed in the US, but opening a 2006 tour in DC, Ola made an ill-advised joke about how you "never know where planes are going in this country," and that this one was heading "in the right direction...toward the White House." Cue a plane back to Sweden, a distributor who wouldn't return their calls, and a single album (their most recent at the time) with a US version, which is hard to find due to them being known as "the guys who made that joke at the embassy."
Hello! Project in America? Good luck compared to Girls' Generation or hell most K-Pop groups which had saw American exposure via their labels and English versions of their songs, none of Hello Project's bands have ever had an english version of their songs let alone appear in western shores.
Boy Band*NSYNC had several singles that were only released in Europe, e.g. "U Drive Me Crazy", "Together Again", and "I'll Never Stop".
Live outside the US or UK and want to buy MP3 or Unbox videos off Amazon? No chance. This comes as a stinger for people who live outside either countries who want an album that's for stupid reasons only released digitally and will probably never see a release in their potential buyer's country due to "lack of demands". It is IP locked, meaning that even if you live in the said country, you can't buy the MP3s or videos if you step out of the country for a vacation.
It's perfectly legal for a friend in that country to buy them for you and send over, in the same way as say, importing a Japanese CD.
On the other hand, while it's perfectly legal for music because music on both iTunes and Amazon Unbox are no longer DRM'ed to heck and back, the same can't be said for TV shows (the main draw of Unbox videos, and the other draw of iTunes). You can't watch it when your friend sends you the file because it's DRMed and locked to his/her PC, even if you paid him/her to buy it for you. And chances are cracking the DRM is a felony at where your friend lives. The law can be a b***h sometimes.
Duran Duran's ninth studio album, Medazzaland, was never released in the UK. In fact it was only released in a handful of markets, notably the United States, Japan and Argentina. Indeed, The album's minor American hit single "Electric Barbarella" hasn't even made an appearance on any sort of greatest hits record that had a European release.
There are many artists that exclusively cater to certain overseas countries such as Japan, and thus their stuff is unheard of in their home country.
A good example of this is Bush, who were only moderately popular in the UK, but huge in the US, and catered primarily to the US market as a result. Many people from England thought they were American.
Inversion: Michael Jackson never toured the continental U.S. (or even nearby Canada) as a solo act after 1989 save for two Hawaiian dates on the HIStory Tour. Why he chose to snub his home country is unknown.
Chicane's early single "Strong in Love" unfortunately never got a stateside release in any form.
Until the advent of digital distribution, most Italo-disco songs suffered from this, due to the backlash against disco in the US.
Universal Records in Russia seemingly authorized a CD release of the leaked Eminem EP "Straight from the Lab", complete with a number of bonus tracks (such as the otherwise unavailable "Explosion" and some obviously fan-made remixes), as its seven tracks would have barely constituted an 'album.' Despite the fact that full scans of this album can be found online, and the entire disc (including bonus tracks) is offered on Russian MP3 sites, a physical copy of this CD seems impossible to find - a likely reason being that Universal clearly sourced the disc from the original leaked MP3's, which are low quality and contain countless glitches.
It should be noted that whilst it's an official division of Universal Records, copyright laws in Russia are virtually non-existent, because it is only in recent years that western music has started to be officially released there, so there was an established bootleg trade.
Foo Fighters inverted the trope when they released the song Generator as a full single only in Australia (the only other place was England where it only went on sale for a week) and thus became relatively more popular there than it is in the rest of the world. The band itself plays into the trope because Generator is played almost every time they play a live show in Australia.
Same with Stacked Actors, except no where but Australia got it as a single. Again, quite popular and often played in Australian concerts.
The Corrs inverted the trope, again for Australia, when they released their first live album in Australia along with their first album Forgiven Not Forgotten. It eventually made it's way to Japan, and then an edited smaller release in Europe.
Lostprophets did not release their 4th album, The Betrayed, in North America.
Opium, KMFDM's nearly-forgotten first album, was initially only released in Germany as an extremely limited cassette (200 copies). It took nearly two decades for it to get a wide release.
Paul McCartney's 1988 cover album Снова в СССР (English: Back in the USSR) is an intentional example. McCartney intended the album to only have a release in the Soviet Union so Russian fans could have a new official album all to themselves, as they had often had to make do with bootlegs of Western albums. For a few years, it was - in a bit of a role reversal - rather difficult to get a copy of the record outside of the Soviet Union, until the record was given an international release in late 1991.
Richard Wagner's Parsifal was not allowed to be produced outside Bayreuth or the United States (the latter only saw performances of it due to a court ruling from 1903 that allowed the New York Metropolitan Opera to perform it unabridged, though Wagner's family subsequently blacklisted those involved from performing in Bayreuth) as long as it remained in copyright.
Looking for the maxi/remix single to The Wanted's "Heart Vacancy"? Sorry, not available in the American Itunes or Amazon MP3 stores, and good luck finding an import deal on the CD maxi. Unless you take the option of dubious legality.
Their albums The Wanted and Battleground are also unavailable outside the UK. And to rub more salt in the wound, it features songs not available in the US nor on The Wanted: The EP.
Gentle Giant's In A Glass House didn't become domestically available in the U.S. until 2004 - more than 30 years after its release - due to the band's American label thinking that it wasn't commercially viable.
Subverted for Linkin Park's single "Burning in the Skies"- It never got a US release.
American Hard Rock musician Andrew W.K.'s third studio album Close Calls With Brick Walls was only released in Japan. While this can be chalked up to The Wolf being a commercial and critical disappointment, it still sold well enough and had enough of a fanbase to justify him having a continued market in the West. It did eventually become available outside of Japan - first it had a limited vinyl only release in America, then it finally saw worldwide release on CD, paired as a double disc set with a rarities and outtakes collection called Mother of Mankind.
Europop diva Kate Ryan, best known for the early-mid 2000's international hits "Desenchantee", "Scream For More", etc. has (so far) only released Electroshock in her homeland of Belgium, and that means no downloads for you American iTunes and Amazon MP3 customers.
Taio Cruz's album TY.0 wasn't released in the United States nor the United Kingdom, which is strange considering the American success of "Dynamite" and (to a lesser extent) "Break Your Heart"
Weirdly, very little from the Latin Pop genre gets released in the UK. You wouldn't guess it at first glance, because the few artists who do get released (e.g. Shakira, Sean Paul, Pitbull) are ENORMOUSLY popular, but there's very little beyond them. You'll struggle to find a CD by globally-known artists like Thalia, Juanes or Paulina Rubio in the UK. Even Gloria Estefan, who used to be a huge star there, doesn't get her albums released in the UK anymore.
Junior Senior's second album Hey Hey My My Yo Yo was originally just released in Denmark and Japan. It was later released in the US with a bonus disc of an otherwise digital only EP. Despite the band having good success in the UK it was never released there, and this may be a factor in why they broke up.
The debut Public Image Ltd. album, First Issue, was released in 1978, but the band's American label, Warner Bros. Records, rejected it because they didn't consider it commercial enough. First Issue finally got an American release in 2013. This is a large part of why people seem to think Metal Box was their first album.
The Japanese Music industry is built around this principle, to maintain a draconian grip on the industry they have music videos cracked down upon on Youtube as well as region locking any videos as well as implementing merchandise systems bent on physical copy loyalty. Even some CD's are region-locked.
Several Scooter albums (Mind The Gap, Who's Got The Last Laugh Now, The Ultimate Aural Orgasm and their singles (apart from Jigga Jigga) were not released in the UK despite the band's popularity. The next album they released in the UK, Jumping All Over The World, went straight to Number One in the charts, and their following album Under The Radar, Over The Top was also moderately successful. The band have reverted to their usual formula of not releasing albums in the UK, much to the annoyance of fans.
The U.S. tightened visa requirements in the wake of 9/11, making it difficult for some foreign acts to tour the country unless they're superstars.
Inna's third album, Party Never Ends, has been released almost everywhere except the US, despite the singles "Be My Lover", "More than Friends", and "In Your Eyes" being available there.
Rita Ora's debut full-length Ora was supposed to have a US edition released in 2013, but the year has come and gone, with the release nowhere to be found and little further word. At least the single "I Will Never Let You Down" made it over.
Even better is Nicole Scherzinger's 2011 album Killer Love. Two years have past and the album has never been released in America. The kicker? She is working on another album to be released in November 2013, thus ending her Killer Love era. If you're an American and you want the album, other than ordering it as an import, tough luck.
Ditto Steps' comeback album Light Up The World.
Roisin Murphy's Overpowered. It did however pop up on the iTunes Store starting in 2012, though.