Goods which are exported to a non-EU country have to be accompanied by customs documents. These are in particular based on the regulations of the country of destination, the goods value and the contents of the shipment.
This regulation also applies to EU exclusion zones, which are:
Denmark: Faroe Islands, Greenland
Germany: Büsingen, Helgoland
Finland: Aaland Islands
France: overseas départements
Greece: Mount Athos
Italy: Campione d’Italia, Livigno, parts of Lake Lugano
Netherlands: overseas territories
Spain: Ceuta, Melilla, Canary Islands
Great Britain: Overseas Territories, Gibraltar, Channel Islands
Cyprus: Turkish area is geographically part of Europe, but not part of EU customs territory and customs legislation
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