In case you use the DHL module and the origin of your shipments is an Italian address or an EU country and the destination is an EU country other than that of origin, the system DHL returns no listing for any service of making it impossible to ship via DHL.
To test this we assume that the origin of your shipments is Italy and that you would like to ship a package to Paris, France.
If you activate the debug mode of the module DHL Magento under the directory var/log a file shipping_dhlint.log will be generated which contains your quotation requests and the responses of webservices DHL.
Now put an item in cart and try to apply for the listing of a shipment (for simplicity we assume that DHL is the only shipping method enabled).
Enter the destination address and click the Get Quote button.
Nothing will appear on the frontend.