OK - not all apps, movies, music are available in all countries. If you get that message it means that the item you were looking for is not available in the App Store or iTunes. This is because of copyright, licensing and local and national laws. Apple obeys all local and national laws, copyright and licensing restrictions so, if an item is not available, it's because of one of these issues. If you let us know which particular item you were looking for, we can let you know the reason it wasn't available.
Have a great weekend...
Tim