I live in Italy, and i received at least 300 photographica items (mostly vintage LF lenses) from abroad, the vast majority bought off Ebay, and a few from forum members. Not a single one got lost, or was seriously damaged during transport.
I had to file for refund only twice.
I got screwed two times on Ebay, but it wasn't anything photographic (professional HDs). It was long time ago, and both gentlemen were citizens of my own country
Of course the two payents weren't made via Paypal... after that, i decided to stick to Paypal if i smelled anything fishy.
I didn't let those two unfortunate events to scare me off: i had many very fortunate purchases, payed via bank money transfer, especially with german vendors, both professional and private.

I guess that such numbers must be statistically significative, we're not talking of a few lucky chances!
Most countries are perfectly safe, IF the shipment is both signed-for and insured.
If i am payed in advance (bank money order, or Paypal as gift), which is the standard for forum purchases, then i'm fine, whichever the nationality of the buyer. If anything goes sideways, it's just a matter of time: you'll get the insurance, and the buyer will be refunded.

What i find strange, is that the people not willing to ship abroad are almost invariably US-based.
It's dfficult to understand, as most of you know all too well that many photographic equipments are likely to be payed more by a non-US buyer!
In fact, any US pro vendor, especially those selling professional stuff and collector's items, is very happy to sell abroad.
I have seen very, very few online auctions, by european vendors, with a clear statement which precluded the purchase to foreign buyers.
Of course there are lots of Germany-only, UK-only, France-only, etc, sales, but when i asked i got a positive reply 99% of the times. Sometimes, while the seller was willing to ship abroad, the auction was set-up in a way, that Ebay didn't allow me to bid.

IMHO, it's more an american mindset, than anything else.
I don't think the customs forms are more complicate than in other countries, or that there are other major obstacles.
Quite the opposite, probably.
It's just the image the average (read: not so informed) US citizen has of the outside world.
Every national culture is affected, up to a certain degree, by a nationalistic bias.
In the USA, the newspapers, the television, the popular culture, the way history and geography are studied, all that (and more) is very USA-centric.
It comes as no surprise that those, who are less aware of the outside world, think that out there is still Middle Age!

The sad thing is that it's a loss for both sides:
for the buyer, there are many items which are very dfficult to find outside the USA
for the seller, it means less profit, 90% of the times

have fun


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