I still find myself wishing it were easier to get access to Japanese printed materials, music, and games, but over time progress is being made. In most cases, I think, the issue comes down to a complex web of international copyright law and royalty agreements. That appears to be why it's impossible to shop on the Japanese iTunes store, for example, without a Japanese credit card or gift card.
Anyway, recently Japanese game company Gungho Online Entertainment has begun bringing old Japanese Playstation games to our humble foreign shores by way of the PS3 Store. The games are in their original Japanese, unlocalized, and so there is probably a very small market for them. Still, the comments Gungho has made about not expecting to make much money and just wanting to please a niche of fans are encouraging. I don't know how long this will go on or ultimately how many games will be released, but I am prepared to snap up the more appealing ones for when I actually have time to try them. Last week I bought Favorite Dear: Enkan no Monogatari because it looked interesting and was only $6. Who knows? Maybe there will be some gems in here.
Here's a link to some more info over at Joystiq.