Actually there is an world wide database (http://www.gsmworld.com/our-work/programmes-and-initiatives/fraud-and-security/imei_database.htm) with an blacklist. But as long as there are carriers in neighbourging countries, who would rather sell airtime than block their customers, its is not going to be effective.

What about a new streaming protocol where only the stations original content is streamed to all listeners ?
RIAA song are then only send as a playlist entry. The player can the play the local copy or request it from the station if its not buffered locally.
This should cut down on the broadcasted song per listener count ;-)

The application could even be expanded to automagicaly substitutes songs you dont want to hear or to play your own local hi-res version.