I actually have a large amount of buyers from Brazil.
I've only had ONE problem with Brazil. Sold an HT Original Predator to a guy down there...I suppose he lived in a remote town or something but it took about 2-3 MONTHS...yes MONTHS for his figure to show up. I gave him the customs tracking number, gave him all the info. I could. Thankfully, he was very cool and never gave me a hard time about it and I was surprised when I saw his message saying that he got the figure finally.
The biggest issue I'm dealing with now is A LOT of bidders e-mailing me asking if they can do a "payment plan" or something because they'll win a high price item and then say they won't be able to pay for 2 weeks or will submit some of the payment right away and then the rest later. At first, I was cool with it and was generous with some folks, until I had some people who would lag behind on payment or just ended up not paying at all. What pissed me off the most was I would get some of these requests AFTER they won the item.
I finally just started stating on my auctions that I will NOT do a payment plans. I state that if you can't pay within 7 days, then don't bid. F'n eBayers, man...people complain about sellers but sometimes the buyers are just as bad.