To unlock items, you must find the blueprints for the object you want to buy. Just keep in mind that this is a shop. and the price of shop items can change at random.
Originally there was depth limit of 200 to judge how deep you could take the Item Shop and the Block Shop. However, this could be ignored (as a glitch/game exploit) by simply closing the message telling you that you couldn't take it with you. The player could simply continue moving with the block in their inventory. The 1.8 update allows the user to economize shop meaning players can make profit off from other players.