Can anyone point me in the right direction to find an HO scale Shinkansen, TGV or Bullet train? I've searched and can only find models being sold in Japan.
Your choices for HO scale Shinkansen stock are very limited. The only recent model was a joint production made by Tenshodo and Bachmann, representing a Series 500 "Nozomi" train. They are not currently in production.
Many years ago, Lima made a Series 0 train, which was fairly basic. This model was also marketed by Playart. They sometimes pop up on eBay, but they need a lot of work to bring them up to an acceptable standard.
KTM and Endo have produced Shinkansen trains in brass, but these were limited runs made years ago, and are now very hard to find, and very expensive.
You would be better off looking for Shinkansen models in N scale, as almost all of the different types have been produced as affordable plastic models by the main Japanese manufacturers such as Kato, Tomix and MicroAce.
I can't help you much with information about current models of European high-speed trains such as the TGV, ICE, etc, other than to suggest checking the ranges of Jouef, Trix, Roco, Mehano and Electrotren.