The most frequent methods of watching shows include TV broadcasting, movie theaters, and DVDs (or VHS tapes for much earlier). Recently, thanks to the Internet, we have another method for of getting access to professionally made shows though video streaming.
When it was first introduced, video streams were mostly illegally pirated and unofficial. But for residents of countries outside were certain shows originally aired, it was the only option.
Fansubs, videos translated and subtitled by fans, are usually the first and occasionally only format for foreign series currently airing to get to international audiences. Once the videos have been edited, they are uploaded to the Internet to be downloaded and eventually to video streaming sites like You Tube.
Over time, these fansubbers tried to be more conscious of and respectful of the license holders of the series they are sharing and make sure they give credit to them as well as encouraging purchasing official releases. Despite this, the owners would still try to get the videos taken down mainly to prevent local audiences from watching them.
More recently, some video streaming sites are trying to become more official and work with the creators. Cruchyroll.com is one example of these sites for Japanese anime and dramas and financially support the industry with advertisements and paid subscriptions ranging from (US)$6.95 per month to (US)$4.99 per month depending on how much time purchased at once. I currently own a yearly prescription to a Cruchyroll premium anime account and feel proud that this is a way I can support the anime industry.
With systems like these official streaming sites, media industries are able to cheaply share their products internationally, requiring only translation and subtitling, and deliver shows that are either currently airing in their country or that they expect to not be popular enough for localizing distributors to pick them up.
This doesn't completely avoid regional lockout practices. Certain videos are unavailable to viewers in select regions by recognizing their IP addresses. It is still possible to get around this with proxy IP addresses, though.