I've been told that it's possible to use an AT&T (GSM) iPad in Europe by buying a microSIM card and a chunk of service from a local carrier, and swapping the card into the iPad while in that region. Q: Has anyone actually done this? I've also been told that visitors may not be able to buy the cards because of residency requirements or something. Just trying to get some real data...
Yes, the GSM iPad will work in Europe.
Generally, there are no residency requirements to purchase a Pay As You Go (pre-pay) plan. Some countries may require identification and a local address while others allow you to pay cash and walk out of the shop with the SIM. If you try to buy a contract, you will need bank details and a credit check which would require residency.
The specifics can vary from country to country and carrier to carrier as each have their own policies. The best advice is to check the carriers in the country where you are going and see what their policies are. Then you'll be most prepared when you walk into the shop.