I've ordered a ton of stuff from Amazon US, and other US retailers (but individual ones, not large stores you find in malls). And had everything either shipped to Kuwait, or to a mailbox/forwarding company. There are a couple such companies which operate in the Middle East, so presumably there are also the same kind of things in other parts of the world.

Basically, I order as if it's being shipped to the mailbox address (the company I happen to use has their office/receiving centre in Jamacia, NY). They know where I live, and then ship it from there to me in Kuwait. Prices quite reasonable too.

Location-wise this may not work for you, but for your interest/information this is the company I have an account with: www.ushopweship.com