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.
Spotify is a similair case, it is an aweseome 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).
Super Eurobeat series. The only way to legally obtain the main series digitally is with a Japanese credit card on iTunes Japan or Morawin (and they're DRM-protected), or you can import the physical CDs for a small fortune from CD Japan, etc. Needless to say, you may also illegally download from a potentially virus-ridden Bittorrent or filesharing site.
There's another option- iTunes Japan will accept a JCB credit card from any country. Unfortunately, JCB cards are only available in certain countries (and within the US, only in certain states with a large Japanese presence) and are not available as debit or gift cards.
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 N*SYNC had several singles that were only released in Europe, eg "You 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 M P3s or videos if you step out of the country for a vacation.
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.
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. The 1992-93 Dangerous Tour was supposed to reach his home country, but child molestation allegations led to the remainder of the tour being scrapped — doesn't explain why he didn't make up for that with the HIStory Tour, which unfolded over 1996-97.
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..
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.
Gentle Giant's In A Glass House didn't become domestically available in the U.S. until 2004 - more than 30 year after its release - due to the label in that country 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.
Kate Ryan, best known for the 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"