If you're asking if a CPU bought from the UK will work on a mobo bought from the US (and things like that), then product compatability aside (i.e., appropriate mobo for that cpu), yes they will work. Caveat to that is power supplies. USA uses 120v, most of the rest of the world uses 230v. Most PSUs work at both voltages, but not all, so that's something to know before buying.
If you're asking about customs/VAT/import/export issues, then I don't know the details, but it can be done.
<font color=blue>Outside of a dog, a book is man's best friend. Inside the dog its too dark to read.
-- Groucho Marx</font color=blue>