You can buy phones without a contact, in many European airports. Methinks if you try and buy a phone on contact they will want a European address, and doubt you would get away with cancelling the contract without "buying" your way out of it. Suggest you buy a phone off line at an airport. I take it you realise USA is on 1900mhz, where Europe is on 900 and 1800mhz. So USA model phones have different model numbers. The Dual band phones in Europe are a combined 900 and 1800mhz hardware. USA phones that are dual band tend to be 900 and 1900mhz. You do get some tri-band phones now too.
BTW its late and I could be talking complete rubbish - someone please chip in if I have the facts wrong

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Rod, UK Mk2 64gig Red S/No.341 2xDell RioReceiver