There are alot of countries to go through and i've been having a hard time finding any exceptions.
No, although there were arguably some attempts. The most well known is probably Chile in the early 1970's. In 1970 a physician named Salvador Allende was elected president. While Allende was himself a Marxist, he did not see Chile as a country that would adhere to classical or orthodox Marxist approaches. He advocated "Via Chilena," the Chilean Way. He was insistent on the need for electoral means to achieve the necessary transition to a socialist economy, and was even chided by his friend Fidel Castro for being too soft in that regard.
As a result of Allende's election, the Nixon-Kissinger CIA coordinated with the reactionary elements in the Chilean military to overthrow Allende, which they did on Sept. 11, 1973, and installed a brutal dictatorship under Augusto Pinochet.
Naomi Klein has a good chapter summarizing the whole issue in her book The Shock Doctrine. Some other books that are more thorough are A Nation of Enemies, of if you really want to get into the weeds check out The Pinochet File, an expansive dossier on U.S. coordination with the coup and the dictatorship.
This notorious episode of 20th century history is usually held up by communists as the reason why communism cannot be brought in through elections.
As a side note, accounts of several communist revolutions note how they were relatively bloodless. The Russian revolution basically consisted of people either refusing to follow orders anymore, or people walking in and saying "we are in charge now" with the support of throngs of hundreds of thousands. It wasn't electoral, but it wasn't exactly undemocratic either. Nor was it remarkably violent. Now, the civil war that came after was a different story, but now I'm digressing...
Probably the closest things are the examples that I mention in an answer here, namely that the Communist Party of India (and one of its successors, the Communist Party of India (Marxist)), have been democratically elected to power a number of times in the Indian states of Kerala and West Bengal, and the South African Communist Party, while not directly contesting elections, exerts an influence on the ruling ANC by electing members to its National Executive Committee.
Two other honorable mentions worth including are: the Progressive Party of Working People, which is the Cypriot communist party, which has participated in parliamentary elections since independence, and has also participated in governing coalitions, although never winning an outright majority (although their candidate was elected President in 2008); and the Party of Communists of the Republic of Moldova, which won elections in 2001 and 2005 and was the ruling party in that country until losing elections in 2009.