It sure works. Just change all your regional settings to the U.S. if it doesn't work, then restart (as you'll be prompted to) and then go to the marketplace and search for Nokia Music - it'll pop up right away.
One caveat is that you'll have to keep your regional settings as the U.S. for it to function properly (or at least I had to) which means distances will be reported in miles and you'll have to deal with results optimized for the states.
Yeah, I wouldn't be able to put up with that.
I say again, check out Xbox Music. Yes, it's a paid service, but at least it won't be limited to just the phone either! You can play the songs on your (Windows) computer as well!
Nokia is releasing Music+ soon that will let people download songs and play from their computers/tablets. It'll cost $3.99 a month. It's a shame, I would love to have Nokia Music/+ and Reading, I hope they're planning to push soon.
That's fine and dandy but Nokia Music is still more of a music discovery/radio type service with the added option of saving stuff offline. That $4 fee only enhances that feature set by a bit. It is by no means a replacement for Xbox Music/iTunes/Google Music/Rhapsody.
You could still live off of it and that desktop option makes it look very attractive but it is no full featured music client (I can't just search up a song or an artist and download it).
And an update on Nokia Music...I had to restart my device twice but now even with Canada as my regional setting, the app is working flawlessly. Amazing app that's free - would highly recommend taking the 5 minutues to apply the trick and download it.