It's so in Latvia and I'm pretty sure in several other small European Union countries as well. For iTunes there's at least an unofficial way to get an US iTunes account, but it's not simple and convenient enough for an average user.
But the jokes is that there isn't (last time I checked) even any Danish produced stuff, even though some of it has received Emmy awards and has been sold to e.g. the BBC (with subtitles not less) where it is crazy popular.
Lots of other stuff from stream for free from the Danish Radio and Television homepage, but not even that was available.
Heck, where I live iTunes doesn't have a single movie, tv episode or video on offer. It's easy to loose to piracy when you don't even try...