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["Mikhail Elias" <mikhail AT mikhailelias.net>]

This may be a useful website for identifying suitable jurisdictions:
http://www.offshoredatabase.com/index.php

Its mainly for offshore companies, but there's some information about 
foundations:
http://www.offshoredatabase.com/pages/cayman-islands-offshore-foundation.html

In all of these places, its generally possible to hire a service provider for 
a fee to handle the paperwork, etc.