The country I'm moving to, Belize, does just that. All internet in the country (other than satellite) goes through
BTL. They've blocked skype on the national level because it competes with their phone service.
Several other countries around the world also do this.
EDIT: Cool. It appears that this changed since I was there in June. Found this on a website related to this:
On August 25, 2009, the Barrow administration took the bold step of nationalizing Belize Telemedia. The new management of BTL says they have not yet stopped the blocking of VoIP. My Skype, however, has been working flawlessly without the use of a VPN since August 27th. The Proxy and VPN options shown below may still be needed in some areas of Belize or may be need again in the future, but for now, enjoy the new freedom.