Most packaging of DVDs and games have some sort of mark on them identifying the region they are supposed to belong to. Most of these are small and a little difficult to find. I have made a "podcast" video to demonstrate where to find these region code labels. For anyone who can't play the video's format, I apologize since that's what iMovie exported it as.
To summarize the video, Playstation (or PS1) games have a label on the top-left of the front just under the "PS" logo as well as on the hinge. For the single disk games this is the same as the manual for the game, but multiple disk games have a cover separate from the manual.
Playstation 2 (PS2) games have the region label on the top-right of the cover and on the bottom of the spine.
Playstation 3 (PS3) games aren't region coded, so they don't need any label to identify their region. They do have some sort of image that's on the bottom of the spine of the package that appears to be of a globe and a number. This to me is very ambiguous, and I have no idea what it's supposed to be.
The Nintendo Wii is region locked as well as the Gamecube, but their games don't have labels like Playstation games. Instead, all they have is a not that says "For sale, rental and use only in USA, Canada, Mexico and Latin America." I also have a copy of Blazblue: Continuum Shift II for Nintendo 3DS which has a not on the package that says "Plays on Nintendo 3DS systems sold for the Americas only." Other Nintendo 3DS as well as Nintendo DS games released post-DSi should have a similar note somewhere on their packaging, as well.
I have games for the original Xbox, but their region labels are very similar to the PS2's so I didn't demonstrate them in the video. But they instead say just "NTSC" on mine instead of "NTSC U/C" or "NTSC J". I would expect this means that my games will work with any other NTSC region Xboxes and not with any that are for PAL or other regions. I am unable to test this, though.
DVDs have a consistent system in them. Distributors often print technical details such as run time and video and audio format somewhere on the package, usually near the bottom of the back. Among these details should be a label for the DVD's region which should look like a globe with a number inside. I have noticed the globe to be in different styles and shapes, but it is consistently a globe and the number 1 on my DVDs.
For anyone that wants to import their DVDs and games, make sure you confirm the region of your product before complaining that it doesn't work with your local player or game console.