Here's the long and short of the situation regarding video game consoles and their ability to play video games from different regions.

Regional lockout is the programming practice, code, chip, or physical barrier used to prevent the playing of media designed for a device from the country where it is marketed on the version of the same device marketed in another country.

Region Free Systems Include:

• Game Boy Advance systems are made region free
• Nintendo DS systems are made region free
• The PlayStation 3 is one of the few home consoles to be released as completely region free for games.[1][2] While region free for PS3 games, there is region locking for backwards compatible PS2 and PS1 games, as well as DVD and Blu-Ray Disc movies. DLC and PSN Titles are also region locked, for example the UK store will not supply you with usable map packs for your Imported US copy of Call of Duty 4. Furthermore Online Gaming is prohibited in certain games, like Little Big Planet or even Playstation HOME. Moving from Germany to Japan and taking your German PS3 and games with you, will in many cases mean the loss of the ONLINE functionality. The Online Servers will lock you out and you will be unable to connect.The PSP has no region locking for UMD games, except for a single title, BattleZone (at time of posting). However, UMD movies are locked by region.
• A number of Xbox and Xbox 360 games which have multiple voice acting soundtracks recorded have been released region free.  At the very bottom of this page is a list of games that have been regioin free in the past for Xbox 360. Note: Games sold in and intended for use in Germany are very likely to be region-locked even though other PAL-country versions of the same game are not.  All of our games are intended to be played in North America (Canada / USA) and were bought for resale in Canada (thus some may be bilingual English / French Canadian).

Please read the entire article at http://en.wikipedia.org/wiki/Regional_lockout.  It is important to note that the information noted above has been taken from this particular article.

Battlestations: Midway
BioShock
Blazing Angels
Call of Duty 2
Call of Duty 4: Modern Warfare †
Chrome Hounds
Chromehounds
Condemned: Criminal Origins
Crash of the Titans
Doom 3
Far Cry Instincts: Predator
Football Manager 2006
Forza Motorsport
Full Auto
Gears of War
Grand Theft Auto 4
Guitar Hero 2
Guitar Hero III
Gun
Half Life 2
Half Life 2 - The Orange Box
Halo 3
Hitman: Blood Money
Mass Effect
MotoGP 2006: Ultimate Racing Technology
Ninety Nine Nights
Over G Fighters
Perfect Dark Zero - Bonus Disc
Prey
Project Gotham Racing 4
Quake 4
Saints Row
Splinter Cell Chaos Theory
Splinter Cell: Pandora Tomorrow
Tetris Evolution
Tom Clancy's Ghost Recon 2
Tom Clancy's Ghost Recon 2: Summit Strike
Tom Clancy's Ghost Recon Advanced Warfighter
Tom Clancy's Ghost Recon Advanced Warfighter Double Pack
Tom Clancy's Splinter Cell: Double Agent
Tom Clancy`s Rainbow Six Vegas
Tomb Raider: Legend
Tony Hawk's American Wasteland
Tony Hawk's Project 8
Top Spin 2
Viva Pinata
X-Men: The Official Game
Xbox Live Arcade Games Volume 1