Having bought my partner (who resides in Turkey) the HTC Trophy as she's smart and didn't want the iPhone or limited Android devices available (Turkey is horrible for smartphones, had to buy the Trophy here in the UK), I know second hand how frustrating it is for someone to use services on their WP7 outside supported countries. She gets by with Xbox Live and the Marketplace working fine with my bank card on file, but we've had to use workarounds and more to get the base line functionality working.
While we haven't attempted to get Zune Pass working with OTA music streaming, it seems there are plans for services to be moved beyond the US and UK so hopefully everything should work when Microsoft enhance their coverage (doubtful Turkey will be included). Joe Belfiore (Corporate Vice President of WP) mentioned, while enjoying the Mango Twitter integration, that there are plans in the works to expand the Zune services along with speech and more. This would definitely be a step in the right direction, especially for countries that don't have the services to cater for smartphones.
We will keep an eye on the Windows Phone Team blog for more detail when released.
Update: Andrew Birch has posted a table which will be updated as country support is updated, very handy to bookmark and keep an eye on it!