For the data, the Demographia International Housing Affordability Survey provides affordability data for many countries and cities:

http://www.demographia.com/dhi.pdf

The top 10 least affordable with respect to median price/income ratios:

    China Hong Kong              18.1
    Australia Sydney, NSW,       12.2
    Canada Vancouver, BC         11.8
    N.Z. Auckland                10.0
    U.S. San Jose, CA             9.6
    Australia Melbourne, VIC      9.5
    U.S. Honolulu, HI             9.4
    U.S. Los Angeles, CA          9.3
    U.S. San Francisco, CA        9.2
    U.K. Bournemouth & Dorset     8.9