I have an AT&T Atrix that I use in the US. This summer I traveled to Spain for a month and I bought a no contract SIM card from a Spanish carrier.
I have had no trouble with it. Although getting it to work at first took a while because changing the SIM card requires that you login to your motoblur account (which I had forgotten) before you have access to the rest of the OS. For this it requires internet access, I had to connect to a wifi network with the old card, then switch cards, then log in to motoblur.
I don't use any of the motoblur acount features (social apps, I presume) so I don't know if they work out of the US. As far as I know ATT does not have any other apps in the phone that you would want to use.