Every government has its laws regarding products it will let into or out of the country. For example, you can't export most weapons from the USA. Canada will not allow you to import e-Cigarettes.
For your reference, here is a detailed list of products that you cannot ship out of the USA. We have tried to make this page as complete as possible, but it is not necessarily complete. There may be changes at any time. Also, there may be other items not named which fall into one of the categories.
To see what you cannot import to your country, see Country Guide to Shipping Restrictions and Prohibitions, where you will find Restricted and Prohibited items for each one.