What about where it simply isn't available? The question isn't about the different ways to give HBO money, it's about if they'd accept that money.

No, because torrents are available to more people than iTunes or DVDs. Try living outside the USA and/or using Linux.

Amazon ships worldwide, region free DVD players are pretty much the norm worldwide as well. I really do think you'd have to stretch to find somewhere where a torrent is available but it's impossible to get a DVD.

If you're just trying to contribute back to those who made the content you're enjoying, just get the DVD regardless of if it's the right language or subtitles or region, and then merrily torrent away know that you've at least done the right thing on a moral basis.