For every anime feature that makes it to the states, there are many more features that never get to officially see the light of day here. There's simply too much anime content coming from Japan to see everything picked up. Localization houses here do their best to bring over as much as possible, but they also have a bottom line to look after. They can't randomly pick up the latest anime content and get to work on translations.
There are indeed many ways to see anime that never makes it over to the states. The good news is, a lot of the avenues you can take are actually legal. It seems that Japanese animation houses are starting to realize that they have a lot of fans in the states, and those fans would like to see as much content as possible. With some of that content just not possible to bring over, there's a lot going on with official simultaneous streaming. An anime is released in Japan, and it ends up getting a simultaneous translation online.
That's a great way to keep up on what's going on in Japan, but that also means that a much smaller market is going to know about those particular anime features. It also means that it'll be harder to support that series and spread the word. Having a localized anime gives a much bigger chance for things to take off and become a hit. Obviously, some of those streams end up catching the eye of localization houses and then they pick up the rights. Not every story ends that happily though!
What anime do you enjoy that hasn't officially made it over to North America? It could even be an anime you haven't seen but are dying to check out. Fan translations may get the job done, but there's nothing quite like seeing an official treatment.