Yes, It is not region locked
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No due to region locks on the console. This is also the case with the Wii, however the PS3 is not region locked
Yes Xbox 360 hard drives are region free. Region codes are only used in the Xbox 360's DVD drive firmware.
You cant, but you can buy them. Go google up the list of region-free xbox 360 games!
Yes Console region doesn't affect controllers
You can't. There are no locked Characters, only the default 9.