I lived in English Canada; my French is pretty poor (notwithstanding the 'proper' pronunciation of my name. =p). I'm fairly certain, though, that they just get our English titles dumped upon them with the bilingual manuals that we all have.
http://www.cbc.ca/consumer/story/2007/0 … rench.html
This article says that only 40% of the games sold in Quebec are translated into French.
In any case, there's no border controls, so I'm sure if there are French-only games made for them, the market has already been flooded with the English version that no one bilingual buys it anyway. If a game is delayed in Canada because of translation issues, most game stores in urban areas just get the game a day or two late by simply importing it (often by themselves via a quick drive). Often the "Canadian" version of the game is just the American version of the game with a French cover and manual shrinkwrapped around it.
As for EU issues, let's face it: translation takes time and money and it's often not worth it for companies to translate. Ebay, however, makes it so easy to import games and systems, that there's almost no reason to bitch. I left my consoles at home because I'm here to study and I haven't had much time to play with my DS or PSP at the moment, so I'm not sure what the television standards are like, but getting a converter and importing a console is not the most difficult of tasks in this global world of ours. Shipping charges may cut into your savings, but seven days is a whole lot better than seven months.