I found "Ultra Blue", The "Single Collection vol.1", "COLORS" and maybe a few more on HMV's amazon Canadian/US site.
So I guess, you can find Utada in HMV.
Yet, here, I couldn't find Dir en Grey in stores (US release) until they told me you can order them and I havent heard of it yet. (2 weeks already, but it was cheap and Im happy about it..)
If I do see any of Utada's CDs in HMV (2 different stores) I'll let you know