Attached is a sample AddFixedPriceItem request that lists an item with shipping excluded to Middle East, South America and Afghanistan. If a buyer's primary ship-to location is a location that has been listed as an excluded ship-to location (or if the buyer does not have a primary ship-to location), they will receive an error message if they attempt to buy the item.
If you want to set the exclusion list globally so that you don't have to explicitly set it for each item, you can do the following -
1. Set Exclude Shipping Locations from your listings in your Shipping Preferences
2. Set Buyer requirements to Block buyers who: Are registered in countries to which I don't ship
Once you create an Exclude Ship-To List, it is, by default, in effect when you list items. Specify NONE in this field to override the default Exclude Ship-To List you might have set up in My eBay and indicate that you do not want to exclude any shipping locations from the respective item listing. However, if you specify any value in ExcludeShipToLocation field on input, it nullifies the default settings in your Exclude Ship-To List. If you specify any location with this field on input, you will need to list all the locations to where you will not ship the associated item, regardless of the default settings in your Exclude Ship-To List.