I have my US Xbox in Hong Kong so it's a pain to go buy US versions of games. Figured I'd be ok by downloading stuff but some games won't download to my new region. Are there any tricks to get around this? Like a VPN you can access with the Xbox or something?
You can bridge your internet connection through your PC, and have the PC set up to use a US IP.
I believe one could also make a US account, buy whatever you're interested in, then migrate your account to Hong Kong to bypass the region check.
Note that this is only worth doing on games that are not region locked, but are unable to be downloaded since XBL checks region info and kills downloads at 99%. It would work to download a region locked game, but you'd still be unable to play it.
You can't make an omelette without crushing dozens of eggs beneath your steel boot and then publicly disemboweling the chickens that laid them as a warning.