I'm from Europe too (Luxembourg) but I don't have any problems of ordering books from Amazon US? Or are you just talking about rare and out of print book?
As for DVDs, I remember the 'old times' (couple of years ago) when I bought dozens of DVDs online in the US, finding coupons, using a certain website to order them through, so they would pay my shipping etc ... So a DVD only cost me about 5 or 6 dollars (h&s included!)!
Figuring all that out was even more fun than watching the DVDs
But of course all those websites filed for bancruptcy a long time ago ... and now the European Union collects taxes on goods bought in the US
But at least the dollar is cheap right now, hehe.
Don't know why I'm writing all this though
Anyway, this site rocks!