I'm in Germany and connect to Xbox Live using a German IP, but I've always used a fake address so I can see the UK marketplace.
(Disclaimer: This is because the German market place filters out any content that is rated 18+. I know this is not strictly legal, but for christ's sake, I'm an adult and I can decide myself which content is appropriate for me... plus, the UK Inside Xbox is the best Xbox show in the world, those guys really crack me up)
The problem is, at some point in 2007 or so MS added an IP filter, so even with my UK account, I still cannot access all contentscontent (for instance, I cannot download Duke Nukem, since it's on the index in Germany so it's blacklisted for German IP addresses). The same is true for video on demand, I cannot watch anything (not even cartoons!) on the Zune market place.
But does that extend to games on demand, too? I would try it myself, but you must get past the payment screen in order to download, and even though I'm sure I wouldn't get charged if the download is inaccessible, I don't have enough MS points right now to make the purchase, so I cannot try.
Has anyone here ever tried accessing Games On Demand from other market places?