I am not after any questions about unlocking an Iphone, which I am sure it was addressed many times before. I am interested to know if, with the same Iphone, someone could travel in different european countries using the official provider for that specific country. Otherwise the only option would be roaming which I am sure it is very costly and not very convenient on a long term basis.
You would need a sim chip from the local provider to do that. But more than likely the Iphone would be locked to your current provider.
Legistlation changes last year forced mobile companies to reduce charges for roming, it isnt that expensive now. Are you planning the latics European tour then ?