The iTunes Music Store Terms of Service sayThis does not mention prices (paid vs. free). I'm not a lawyer, but I interpret the Terms to mean that you and I are not entitled to free songs from multiple countries unless we reside in those countries. Although the iTMS is defined as a service for purchasing downloads of digital content and we could debate whether getting a free song is purchasing for no money or not purchasing at all, I would expect that the Terms apply to free songs because they are obtained through the purchasing process and are still keyed to your account.
That's why I collect only U.S. free tunes.
Remember that helping people use software or services outside the terms of their license is against MacRumors rules.