The lack of a unified Marketplace for Windows Mobile applications has been a major annoyance of the service since its introduction. Microsoft has promised to fix this issue many months ago, and it looks like it will soon come to a resolution.
When asked by a developer when the solution would come, a Microsoft forum admin said:
Microsoft is working on it and the facility to purchase applications from any of the marketplaces, while not being present in that particular country, will be made available later this month.
I suspect this is one of the many major announcements we can expect at Mobile World Congress, and it can not come a minute too soon.
Read the Microsoft Marketplace support thread here.