depends on your broker house and trading instrument. if you are referring to shares, there is a concept called share borrowing. borrowable shares are generally shortable subject to their availability.
if you are referring to ETFs, there is a whole world of inverse ETFs in US markets, which you can buy instead of shorting ETF. if you want to know more on inverse ETFs, google it, please.
and @HSL, if you want to know more on US markets, start a separate thread, please. this thread corresponds to filling large qty order.