I own a ton (sadly a figurative ton, but I'm getting there) of short story collections. I also get all kinds of short story magazines, and I know that some will ship international. I get Interzone internationally (I'm in the U.S., Interzone is British). If you give us some more detail on what you like to read (top 5 authors, favorite EA podcast so far, etc.) we could makes some educated guesses based on your tastes, otherwise it is just a shot in the dark whether you like the same things as any particular poster.
Without knowing anything about your reading taste, and assuming you want to broaden your horizons, here are my suggestions:
1. Look up your favorite author on her/his webpage, interviews, etc. Find out what their favorite author or biggest influence is. Maybe see what influences your favorite authors have in common, then read that older, possibly dead author. Often there is a "Complete Works" and these can be very interesting to study, but usually a "Best Of" is better if you don't know you already like the guy. If you want my favorite single-author collection, I'll say Roger Zelazny's "The Doors of His Face, The Lamps of His Mouth." Great story, great collection.
2. Read the yearly "Best Of" collections to find authors you like. If you like Horror, I recommend Ellen Datlow's "Best Horror of the Year," for science fiction/fantasy, I'd go with Gardner Dozois or Jonathan Strahan. Pay attention to what magazines/anthologies your favorites of these collections are originally published in and eventually go look at those magazines/anthologies/editors.
3. You already know about Asimov's, but my other two favorite print magazines also ship internationally: F&SF (a.k.a. The Magazine of Fantasy and Science Fiction) and Interzone. They cost a bit more, but as I said, I get Interzone internationally myself, and I find it worthwhile. But I'd buy one issue first, to see if you like it.
4. Post more about your tastes, and we'll swamp you in recommendations.