Music services: all region-locked.
Amazon Kindle: region-locked.
Amazon Appstore: region-locked.
Amazon CloudPlayer: region-locked.
Amazon Video on Demand: region-locked.
Android Market: region-locked, often also carrier-locked.
iTunes App Store: region-locked.
I actually can't think of any digital market that ISN'T region-locked anymore. It's ridiculous that you can buy physical items and have them delivered across oceans but online distributors refuse to send you bits if your IP address is in the wrong range.