Quite a while ago (under the old long standing policies), Thom Hogan said in his blog that if you bought a lens outside the country and you had a receipt clearly indicating that you bought the lens in the proper country of origin (not grey market in that country, and not shipped to a USA/foreign address) that Nikon USA would repair the lens. You might need warranty papers for the country of origin that you bought it in, just to prove it wasn't grey in that country (my question, I don't recall Thom's exact conditions, which were very specific).
It is a fact that people have reported lenses returned from NikonUSA (Melville or West Coast) because they were grey market. NikonUSA refused to repair the lens.
Others have reported sliding them through, on occasion, and above we have a claim I have never seen before myself (reply#1), in that regard. That was unusual because the white/grey colored lens was so obviously grey market.
It has been reported that NikonUSA tracks serial numbers, and that is how they make the determination. Sounds reasonable- they handled all those lenses, they should have records. However, I have personal experience that they will not vet a serial number over the phone. They want the lens sent in just to verify it was grey or USA. I backed out of a deal because of that- the seller claimed it was "USA" but had no papers when I queried him. That was circa 2005 I think.
My understanding (and I believe this is per the same Thom Hogan blog entry) is that if you have a grey lens then Nikon Japan will fix it. Just mail it to Japan.
I recall hearing that Nikon Canada would service grey but that was years ago in a discussion here. Maybe their policies have changed.
This is just my understanding, mostly based on what I read on the net . The only thing crystal clear is NikonUSA's policy. Their policy is that they do not service grey market, no way no how. And perhaps that has been extended to all Authorized Repair Centers, which means no one with access to parts will service grey lenses. That's just something I recently read on the net
(just to say I don't think anyone has pointed to an official policy statement from Nikon on that matter, and if it's true I have no doubt it will be in a Thom Hogan blog in the not too distant future)