[amelius]

I'll just buy the TLD ".rio", and have "b.rio" and "mercu.rio". I don't understand the big deal here.

[Argorak]

For .rio, you need an address in Rio. Often, this is rather strongly enforced, see .ie and .cat for other examples.

[duskwuff]

Requirements for .cat are easily gamed. You need some "Catalan content" on your site, but this can be as little as a single page. Or see nyan.cat for a humorous implementation.