We've come a long way since Microsoft initially launched it's mobile Marketplace. The original Windows Marketplace for Mobile was available to about 30 nations. If you didn't live in one of those nations and you wanted an application that was only distributed through the Marketplace then there was no way to get it. On Windows Phone 7 (unlike Windows Mobile) the Marketplace was the *only* way to load programs, so the implications were even different. At the time of this writing Microsoft has the Marketplace available in 60 countries. But they have recently announced that the Marketplace for Windows Phone 8 will be available in 180 countries and will make in-app purchasing available (increasing your opportunity for making money).
Source: Windows Phone Team Blog