If you take, for example, an AT&T iPhone 4, jailbreak it, unlock it, and put a T-Mobile SIM card in it (which you would have to shave down to fit in the iPhone 4’s micro-SIM slot), you would find that you could make voice calls but wireless data would be limited to slow EDGE network speeds. The reason is that while most of the world has standardized its 3G frequencies, AT&T and T-Mobile use different 3G frequencies from each other. Phonescoop has an excellent detailed explanation of this situation.
Nokia’s new E7 and N8 phones, however, are pentaband WCDMA (Wideband Code Division Multiple Access). This means that it supports the five frequencies used for 3G around the world and, presumably, the uplink/downlink pairs in the U.S. that makes the problematic.
As you might guess, both the E7 and N8 will be sold as unlocked devices. Amazon lists the N8 discounted from $549 down to $369 and the E7 has a discounted price of $550 (down from $679).