You thought different length or weight units were a nightmare? No, shoe sizes – that's where the real mess is. Various footwear manufacturers measure different things: a foot, a shoe last or an inner cavity of the shoe. They not only use absolutely different scales in various countries, the scale may differ from one manufacture to another even if they seem to use the same one.
The fitting also highly depends on the width of a shoe as well as other characteristics of the model. That's why your best bet is always trying on the shoes before you buy. Never choose shoes by size without trying if it's not the same model you had before!