I should have done this a long time ago, but hey, better late than ever. I’m going to try to assemble a list of Japanese grocery stores worldwide, that people can refer to. Obviously I cannot do this without your help! I can list info for places I’ve lived, and there have been some great comment posts in the past here that have included such info, but I’ll try to put it all in one place.
So, please head on over to to this constantly updated page  and add any information you have about in the comments!
I’ve added the categories Food related shopping places you shouldn’t miss in Japan and Places that ship Japanese food-related things worldwide.
[Update:] Of course this turned out to be a way bigger job than I thought :) But I’ll try to add as much as possible over the weekend. I’ve found that there are quite a lot of Japanese pages that list stores and so on, for expats obviously. I’m collecting those and adding them, together with your suggestions in the comments.