FYI, I spoke to colleagues in China, Brazil, Germany and Mexico that I know download movies and tv shows on iTunes in the past two weeks and asked them all to see if they could do it without using a VPN and 100% of them confirmed that they could. They all are US based with US iTunes accounts but were simply using the hotel internet to make the connection. As far as I can tell there is absolutely no restriction whatsoever on what country you access iTunes from as long as you hold a US based account. I suppose it is possible but it would definitely be the exception and not the rule.