As I wrote previously, Nikon's policy is that under no circumstances will they warranty a grey market camera.

Well, Canon just announced the same policy,  they will no longer warranty grey market items, and that includes cameras but also grey market ink tanks, batteries, chargers, etc, that cause damage to an otherwise legal Canon product even if they are packaged together.  There's caveats and disclaimers so it would be best to research this topic if you're planning on buying something expensive soon. 

So, read the fine print before you purchase, and it remains a really good practice to only buy from reputable shops.  

If you shop on Amazon, only buy if the item is fulfilled by Amazon and it won't hurt to send them an email asking specifically to answer the grey market question.  Having that paper trail will really help if you have to activate the Amazon A-Z guarantee.  

B&H Photo and Adorama are top choices, if it's grey market they will indicated that fact upfront.  KEH and Midwest Camera also are probably ok, though I've never noticed KEH indicating grey market. Maybe KEH weeds out grey market before those items ever hit the website, because they have always provided exceptional, clean, used gear.

It's been a long time since I've considered shopping at any other online storefront.