Sublime Frequencies is a record label out of Seattle that releases obscure world music recordings, often recorded over the radio in faraway lands and presented in collage format. Imagine a punk rock lo-fi modern version of the Nonesuch Explorer Series and you are part of the way there. The kingpin of Sublime Frequencies is Alan Bishop of the Sun City Girls, an amazing band that serves up a challenging blend of improv, dissonant rock, and world music. My friend Derek wrote what is still the definitive article about Sun City Girls for Perfect Sound Forever back in 1999.
Anyhoo, I recently picked up Radio Thailand and it's quite an amazing collage of diverse Thai music sounds over the last 15 years -- from traditional ballads to guitar rock, folk to hip-hop. Imagine you emerged from an opium den and were abducted by a gypsy cab which drove you through a strange land for 2 hours. This double CD set would be a good soundtrack.
I also highly recommend Choubi Choubi! Folk and Pop Sounds from Iraq. With amazing rhythms, percussion, violins, and reed instruments -- these songs are sure to stick in your head for a long time. A superb musical journey.
The Cambodian Cassette Archives is also great -- these tracks were culled from 150 aging cassettes in the Oakland Public Library. Not as challenging as some of the more collage based releases like Radio Thailand -- if you're going to pick one CD to start with, this is the one.