You could buy one in Canada, then drive it across the border.
The problem comes when it comes time to register it in your home state for a license (I believe). As a "biodiesel guy" who is also really interested in high efficiency, I'm highly attracted to the diesel "Smart ForTwo". I believe it is the world's smallest, production "Compression Ignition" (diesel) engine. It uses "Common Rail" technology to force the diesel fuel into the engine under extremely high pressure.
I would LOVE to get one. The ones in Canada can even be gotten with the convertible and the diesel combination.
The importation problem (as I understand it), goes like this:
1. Speedometer is in kilometers instead of miles
2. Seat beats, air bags, etc. not quite the same as U.S. standards
3. ...the real killer: Emissions testing
Apparently, it is quite expensive to go through the process of certifying engine/transmissions/body style combinations in the U.S. If you don't go through this process, you can't register the vehicle; no license. Another part of this problem is that European diesel engine designs count on having Ultra Low Sulfur Diesel (ULSD) available to keep from poisoning the pollution controls with too much sulfur (Europe already has really low sulfur diesel).
We here in the U.S. are beginning to get ULSD phased in starting in 2006 and required everywhere by 2007. BP stations already sell ULSD. A few diesel Smart ForTwos have been brought in for demonstation and road testing but the EPA required them to prove that they had a source of ULSD during that entire time.
This is a highly discussed issue on "Fred's TDI Club" where people with VW diesels (TDIs) congregate. Here are a few threads from that forum:
http://forums.tdiclub.com/showthread.php?t=113670&highlight=Smart
http://forums.tdiclub.com/showthread.php?t=88635&highlight=Smart
http://forums.tdiclub.com/showthread.php?t=70995&highlight=Smart
This last thread is one of the meatiest to explore this issue.