I really want to get the A4 allroad, but I doubt it will be coming stateside any time soon. I was wondering how difficult and expensive it would be to put a 2(ish) inch lift on an A4 Avant?

 

Try either an Audi dealership or a good Audi specialty shop to see what they can come up with. As long as you don't go too far, the halfshafts should be long enough to give you a couple inches to spare. Now getting the caster/camber to setup properly may be another story.
Let us know what you end up doing.