I have a Shopify store here in US and I'm tryng to sell my products in Brazil. I already have products there and also someone who would ship my products from Brazil to Brazil, I just need a Brazilian gateway. I know I can have a international gateway, but in Brazil most of people pay everything in parcels, so this is why I need a Brazilian gateway.
Our gateways only work for certain countries, so if you're based in the US, you can use anything from this list: http://www.shopify.ca/payment-gateways/united-states
If your gateway is not on this list, I'd check to see if it's possible for you to use it through Authorize.net since they specialize in acting as a gateway for a lot of merchant service providers.
Hope that answers your question!