Yeah, Apple and iTunes are no trouble at all if you can maintain a valid payment method in one country. Amazon is very similar, I think. I've had no trouble buying digital media with a US account while living in Europe.

Almost everyone else uses geocoding to enforce your location, which is infuriating. I really don't understand why, if I have a completely valid US credit card and billing address, you refuse to sell me things that are available in the US. If Amazon.com will sell me downloadable games without complaint, why is Steam so stringent about checking my current location?