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I know this thread says UK only, but has anyone tried taking SIM cards from the UK (or other parts of Europe) and using them in the US?

Assuming you enable international roaming on that SIM and that you're in an area with the correct GSM coverage then yes, it'd work. You'd pay through the nose for SMS and calls however as it's roaming. You'd get charged quite a bit for UK and US calls since you're not on your home network.