Azrael360: I can confirm this. Sometimes in Steam, if a game is region locked, instead of the logo of the game that links to the game's page, it will appear a message saying something like "Sorry, this game is not available in your region" and you can't load the game's page, and also, you can't see what was the game locked.
Not exactly. What you see there is a regional restriction (which means that purchasing that game from that location on Steam is not possible). That's not actually an indication of a restriction on use.
For example, Max Payne 3 is available in most regions, yet if you wind up with a Russian copy (such as via gift or trading), and you're not in Russia, you'll be stuck with a game that you cannot play as it is IP locked to Russian IP addresses. In that specific case, the IP block is at least being made public (it's mentioned on the Russian store page).
Conversely, Activision decided that they had no plans to release Prototype 2 in Japan, thus pulled it from sale on Steam here. However, if you purchased it before they pulled that stunt, or have it gifted, it is fully playable as it has not been IP locked.
For retail keys, both physical and digital, it gets a tiny bit more complicated. There are three types of locking that could occur:
#1 - Activation locked -- The game cannot be added to Steam from certain IP ranges.
#2 - Play locked -- The game can be added from any IP range, but can only be played from certain IP ranges.
#3 - Fully locked -- The game cannot be added to Steam or played from certain IP ranges.
#1 is the most common in my experience. In that case, you just need a few seconds on a VPN in a supported region to activate the game, after which it's fully playable. The last example of that I've personally dealt with is Dead Island (via GMG).
#2 is the annoying type. There is no warning when you add the game that it cannot actually be used in your location. Again, I came across that one with a FEAR 3 key from GMG (and got into a rather heated argument with Steam support over it).
#3 is the type of locking that makes the most sense, yet, I personally have never gotten a game that uses it -- but a lot of the Russian keys have been reported to use this type of locking, as did retail versions of Left 4 Dead 2 sold in Hong Kong.
Now, if you live in a region where an IP locked (#2) game is not available and it's been released in all regions where it is available, you can generally get Valve to remove that lock (eventually) so that you can use the game. It could take months though and you'll have to get in touch with someone at Valve without going through support -- support won't listen.
Do also note that not all retail packaging will actually mention the existence of locks. The US packaging for MW2, for example, doesn't even though at the time of release it as locked in certain regions. Caused a bit of a fuss with the US troops stationed in parts of Japan when they found they couldn't use it. Come to think of it, I don't think I've come across an IP locked Activision game after that, so perhaps they learnt their lesson. =)
crdy123: Now, does anyone know if Sleeping Dogs will be Steam only? Because I am going to get them both from the UK.
It's using Steamworks for digital retail copies, so I would expect physical retail copies to also use Steamworks. Now, you might want to look at the versions available in the UK and US as the content (of pre-order bonuses, etc.) are different.