There is one specific reason that I refuse to ship outside the USA.
No matter how clearly, even if I put it in 72pt. bold allcaps in the middle of the sale ad, and I thoroughly explain to the buyer via PM that sometimes international shipments take longer than a couple weeks due to customs and other delays, I STILL end up getting a dispute filed on my paypal account because the buyer is pissed off that their package is taking longer than two weeks, because they were too damn cheap to pay for decent shipping.
When I was doing a lot of online sales, it got to the point where I would make the buyers sign an online disclaimer stating that I would not be held responsible for any delays once the package left my hands, and if they were too cheap to purchase appropriate shipping that included tracking and insurance (example: Global express mail), they would agree to not hold me financially responsible for their shipping method choice. Even after doing that, I still ended up eating over $100 due to a buyer that wasn't able to cope with his own stupidy, and felt that I should have to pay the consequences for him being a cheapskate.
Anyways, I don't have anything personal against international buyers, but every time I hear the same old line, "Yeah, it's totally cool, I won't flip out if there's a delay", I end up waking up in the morning to find a paypal dispute notice in my inbox.