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Sure, you can buy any item and have it shipped anywhere, but you'll pay a handsome fee for shipping. And there are still barriers to many with regard to international payment options.
Living in Beijing, there's a number of items that are tough to come by: deoderant, size 13 shoes, certain electronics goods (namely, the Cowon brand), and western grooming products (e.g. specific shampoo & lotion).
Yide.com offers a service where local Chinese and resident expatriates you search US-based online merchants (even eBay!) for items and then fill out a "I wanna buy" form and give Yide the URL. It's basically a shipping service; Yide acts as an intermediary/facilitator so you save on shipping costs. They have offices in Japan, China, Taiwan, and the US. Given that many online merchants don't ship overseas and/or charge a hefty surcharge, I believe Yide helps defray international shipping costs by grouping packages together - and has the merchant think that they are shipping to a local resident (with appropriate payment method). You can have the merchant ship directly to you, but it's certainly more expensive.
"Flattening facilitators" of online merchants like this are emerging. Until then we'll still see awkward disclaimer messages on international merchants like Skype that try to address the problem themselves.