According to Amazon's shipping page, they do deliver games to australia.http://www.amazon.com/gp/help/customer/display.html?nodeId=596184&#restrict
The following items can be shipped to almost all destinations outside the U.S.:
* VHS videos
Additionally, some consumer electronics, health and personal care, home and garden, jewelry, pet supplies, shoes, software, sporting goods, tools, video games, and watches can be shipped to the following countries:
Edit: Oh my god... I just tried to order from Amazon US, and they wanted to charge $71 AUD to ship 4 games! I tried removing the game that wasn't in stock, which made it $55! That's absolute insanity. When I ordered from Amazon UK a few weeks back, they only charged me $18 AUD to ship 5 blu-ray movies, 1 of which was a tin box set. Unbelievable.