one of the reason why you won't find any japanese cd and dvd in store is one because the demand from costumers is not enough high for the store to start importing them .
second because cds and dvds in japan cost a lot more than US . here we can buy cds for 8$-11$ in japan a brand new cd cost about 36$-45$ , a dvd in us cost 5$-10$ , in japan about 30$ so you can imagine it would be impossible for the us stor to sell them for the same as US price , also they would have to pay for shipping and costums . in the end the cds will cost you 55$-60$ +tax (depending of your state )
the shipping japan to US can be really expensive , especially fast shipping .it can go between 7 $to 15$ for just one cd .
add to that fact that the yens is strong comapre to the us dollars and a store who buy from japan would loose money with the change . that why you will find a lot of american stuff in japan but not a lot of japanese stuff in US .
for asian movie , i got netflix to watch them online , they have a bunch of chinese and japanese movies.
blockbuster have a small selection of only the most famous movies....
the best way to buy japanese cds and dvds is to buy them online . i buy all mines from http://myjpop.com/jpop-myjpop-japanese-music.html ( the cd are a lot cheapper than what you would buy them for in japan and its all authentic ). they ship from US so shipping is not too expensive . i have order from them a couple times and always got my cds within 2 days .
if you are interrested in japanese music they also have a facebook you can joinhttp://www.facebook.com/pages/MY-JPOP-COM/124191400953715 (this is actually how i found out about them)