This is an issue we have been experiencing in Germany for quite a while now. Two out of four videos come up with a message saying 'sorry but this video is not available in your country'. This seems to become a worldwide phenomenon though. This goes as far as videos being posted by artists on their very own channels meant for all of their fans to see. Some bands like The National for example decided to put up a special thread on FB asking fans to post in which country a video cannot be watched and then they try to settle the issue with youtube.
The artists aren't involved in any of this. This is done by record companies who sometimes are a bit too eager and as I think miss out on great advertising opportunities.