Locally-issued credit cards should not be an issue. I use both my local Visa and my local MasterCard and have never had an issue.
Are you buying from Amazon itself, or from a reseller? Most resellers (you'll see "Fulfilled for Amazon by [Name of Reseller]" on the main page of the item) who list the item on Amazon do not allow foreign purchases.
You can also call Citibank and ask them why Amazon is refusing to accept your credit card number. They might be flagging the transaction as suspicious if it's your first time to make an online purchase.