Can I update my Saudi Arabian Samsung Galaxy S2 to the latest Android version over the air in India? I have a Samsung Galaxy S2 I9100 which my cousin bought for me in Saudi Arabia. It is running on Android 2.3 ginger bread. Will I get firmware updates for this phone in India over the air (OTA)?
OTA update will depend on the CSC of your phone. CSC is Country Sales Code; it tells you which region your phone can be used in and which networks it will work with.

If you are in India (and your phone is connected to an India network), and your phone has CSC for Saudi Arabia, you will not be able to get OTA updates. What you can do is flash a stock ROM for India on your phone using Odin. After you do this, you will be able to get future OTA updates.  WARNING: Changing ROM might require a wipe of your phone.

Some ROMS have Multi-CSC that might support the region you are in. In this case, you don't need to flash a new ROM. You can just change it with the "Samsung Galaxy S / S2 / S3 CFC" app in Google Play. WARNING: Changing CSCs will wipe your phone.

The CSC code for India is ODD.