Anime in America has grown significantly since the 1990s when it was originally developed a small fan base. Other international movies and shows have been known present in America well before then. But in America, a vast majority of our media industry is domestically produced, though sometimes made in Chinese, Japanese, or Korean animation studios.
The American media industry, on the other hand, is much more popular internationally than foreign media is in America. The proportion of anime fans in Japan is roughly the same as it is in America if not only slightly larger. They also have shows such as 24, The Simpsons, South Park, and even Power Rangers, the American adaptation of Japan's own series Super Sentai. The genre called "mahou shoujo" or "magical girl", though it is a genre unique to anime and rarely made in any other country, is actually originally inspired by the old American sit-coms Bewitched and I Dream of Jeanie.
There are also plenty of countries with little domestic television and movie industry. As mentioned by Dr. Marc Hairston in my interview with him, Turkey, as well as I suspect other countries, sell DVD players with a free service to make them region free.
The market of America produced media is evidently significant in other countries, and retailers have completely different policies and services to satisfy it. If regional lockout was enforced everywhere, these countries will need localizing distributors for each of these regions which I don't expect them to afford to have.
Jonathan Clement's blog Schoolgirl Milky Crisis
as well as my interview with him
interview with Dr. Marc Hairston