The US government is planning to block the shipments of popular consumer electronic goods to North Korea, ranging from iPods to HDTVs. The embargo is specifically targeted at Kim Jong Il himself, who enjoys partaking in enjoyments his subjects cannot. We can assume that this ban will also include the Xbox 360, PS3, and Wii.
While this embargo won't do anything to Jong Il (he can just smuggle units in the same way he got his uranium and plutonium), we're sure he's going to be ronery when the N. Korean Xbox Live service has a population of one. However, this could hamper any plans N. Korea may have integrating the Cell processor into missile systems and using the Wiimote to control tanks.