There aren't that many things quite as annoying as region locks. Region locks basically prevent (or only allow) certain regions to access a type of software. This software can also be in the form of games.
For example; for the 3DS, Ninten d0 region locked all their games to only work on devices bought in the same region. Thus a 3DS game bought in the US would only work with a 3DS bought in the US.
A similar annoyance is present on the very popular digital game distribution service, Steam. In some countries, entire categories of games of blocked. Some games (even free ones) are also only available in certain regions. Using just a VPN (to fake your location) doesn't work to bypass Steam's region locks. The Steam game store won't show those region locked games due to your accounts origin.
You would actually need a payment method based in the region you want to rebind your Steam account to, to be able to switch regions.
(This would however still not allow you to get all your games on one account as Steam doesn't allow constant region swaps and will ban your account).
There exists a simple bypass method (which sadly only works for free games). After using a VPN to switch to a region that the game is available in, g00 gle Steam Database "insert name of game." On the first result, you'll see all the stats of the game you're looking for.
(These stats are highly informative and very interesting)
You'll also be able to click on the install button to be redirected to the Steam application and directly install the game.
The VPN is only required to enable you to start the download. After that step, you never need it again.