I was in Italy a few days ago, and everything worked, sort of.
Theres two networks there that work, out of TIM, Vodafone, 3ITA, and IWIND only 3ITA and IWIND can be used.
out of those two only IWIND seemed to provide a usable connection, and on that music streaming ( google music ) youtube etc worked fine.
the only problem i had was with BBC Iplayer that appeared to work, and loaded up the programs to watch, but always returned an error stating try again later

The iPlayer app won't work on any ISP outside of the UK as it's licence fee funded and locked to UK IP addresses only by geolocation services.

But it should work as Three route their data back through the UK.

As all of the networks do.

So have you geo-located the IP address that you're getting when abroad? The BBC don't permit access from abroad, so Three may be working with them to not allow users abroad to access it. Those are the iPlayer terms, any proxy services or providers deliberately permitting abroad access are likely to be blocked by the BBC.

I assume connections from abroad go out of a certain pool which is different?

I've used the BBC iPlayer abroad when roaming with Three. The error was probably down to the connection being throttled.

When you roam with Three you get a British IP-Address out of Threes pool. So nothing for the BBC to unblock there.

I only tried Iplayer a couple of times, just had error try again later. youtube worked ok though.

I managed to use
986mb of data
74 sms messages
and 2 hours 10 minutes of calls
not sure what that would have cost on Vodafone/o2, or EE

As I'm in France I attempted to watch something on iPlayer. There was no advice re "only available to watch in United Kingdom". It simply worked very badly because Feel At Home data isn't up to it.

I'm going abroad frequently, Italy mostly, and I need some help to make the roaming faster.
Can anyone pm me details of this magic VPN, please?

I'm currently in the US having travelled from Salt Lake City to Las Vegas. T-Mobile seems to be the preferred network as my phone keeps defaulting to it.

Here in LV it's unreliable but if I manually select AT&T I can stream from Youtube and the BBC website no problem.

I was also able to use Google maps whilst driving with only the occasional drop-out in the desert.

After manually selecting AT&T I never noticed the phone switching back to T-Mobile (thankfully)

If I ask it to search networks, both come up and if I select AT&T but leave the 'select automatically' button checked it will. after a while revert to T-mobile.

It does this on both my Xperia Z2 and wife's Galaxy Note 3.

I unchecked said box on my Z2 and it's staying on AT&T.

I haven't got a box to tick on the Nexus 6. You either pick Automatically or you click on search for network. Obviously I can't say that I had AT&T 100% of the time.

Just been to New England and found that on a couple of occasions I couldn't make voice calls when on Tmobile, I would get an error message saying the service wasn't available (and sometimes no voice message to say there was an error) - changing to AT&T seemed to correct that.

Data speeds were pretty lousy, in Boston city centre I'd get 5mbps on 3G (AT&T or Tmobile) but actually using the data was another matter, clearly it's very restricted on everything, web pages were slow as dialup but usable more or less.

However it was invaluable for Google maps as a sat nav, driving through the city.

Out in the sticks in Maine, New Hampshire there are vast swathes of no voice coverage at all and really makes me appreciated what fairly decent coverage we have in the UK. When in a small town, data was usually on Edge but it did work and was usable. Rarely saw 3G unless a large built up town.

In all cases, I could not get iplayer, my home Plex server or any streaming services to work in any usable way, this was on several different devices and sims. Moto G 1st and 2nd gen and a Samsumg tab2 3g tablet was used. Tethering was detected the second I tried it (just out of curiosity)

However, it was great to have calls and data for a measley cost with a couple of Three PAYG sims.

This is an area where Verizon has most of the market, all the residents tend to be on Verizon - so no incentive for T-mobile or AT&T to invest and improve their product. Also depends what handset you have, as many UK handsets don't support the split band (AWS) used by T-Mobile for 3G across a lot of the US.

Verizon uses CDMA technology for their 3G but their 4G is LTE, so UK phones could roam onto LTE but there is no roaming agreement between any UK network and Verizon. Sprint is the last US national network and they use the same technology as Verizon.

Calls could be a problem if they roamed on Verizon!

VoLTE roaming appears to be yet another can of worms. No agreed standard in place. Different ones being implemented of which some look horribly complicated.

How did the industry make such a mess of voice with 4G?

Of course, I was thinking data only (tablet) rather than phone. Calls? Who makes calls, its all WhatsApp voice, or FaceTime/Skype now isn't it (sic).

4G voice is a mess yes - I suspect the planners thought it would be easy, but by leaving it out of the spec in the early revisions meant that hardware was built without any provision. Then we have low cost handsets with no firmware updates and chipsets with limitations (iPhone 5, Moto G etc) and no good plan

At least some of those work.

Sometimes you need to take a step back and ask was a phone system ever invented that struggled with voice as much as our latest and greatest effort?

Interesting, I think (but could be wrong) that US Cellular was also a popular choice in those areas (well they had some large stores!) - the US is a real mishmash of carriers and roaming partners compared to our neat and tidy little island! - I get annoyed when people grumble about 'rip off Britain' when complaining about mobile phone services in the UK, I think we don't know how lucky we are compared to many other countries.

So, would my UK Moto G only have picked up some Tmobile/AT&T bands then?

Yes worth noting the US still has regional networks but they tend to sell capacity to the big brands rather than run a city area network.

I am now in France but as none of the many people who have the details were kind enough to help me out I had to discover the VPN to use through my own researches. I have been getting very decent 3G speeds through Orange who have fantastic network coverage. At Nice airport it was about 15Mbps down & 3Mbps up. However without a VPN no streaming service would work not even BBC iPlayer Radio.

The solution is Torrentbear which for $50/year allows unlimited use on up to 5 devices simultaneously & was been tested on a MacBook, MacBook Pro, Mac Pro, 2 x iPhone 5s, iPhone 6s Plus & iPad Mini 2 with all working flawlessly. Applications tested include BBC iPlayer & BBC iPlayer Radio & Amazon Prime Video (UK). It's an absolutely superb application with a quirky but efficient & fun interface.

So this VPN overcomes Three's serious throttling while abroad then?

I'll tell you how.
LTE wasn't released with working voice.
Voice was in the spec but hadn't been actually implemented.
Whoever it was that made this decision, they need to skulk off quietly to a corner and think about what they've done!!
Biggest mistake of all time mobile wise. Resulted in handsets being produced with no voice capability and as far as I can see most networks having to reduce power on 4G (because there are handsets with no voice capability : )

Don't know about the rest of the world but in the UK EE will have this issue for a while.
4G should have been this great thing with multiple advantages, coverage, speed, HD voice etc. Instead it's only advantage so far has been speed. No voice, crap coverage (compared to 2G)
Three are screwed since they have no 2G so 4G is destined to been low power forever (on 1800).
VO2 screwed themselves by not having a decent base 3G network to fall back to so now they are rolling out 800 to ALL handsets so it too has to be on a lower power (albeit not quite as low as EE's admittedly). Crap though. If you have 10Mhz of 800 you want to be able to crank it right up to 11 but they can't. It has to be lower than 3G900's smallest coverage footprint which will be quite a bit less than 2G900's footprint.

EE as far as I can see are the only ones who are going to get out of this cleanly.
Their 800 will be at full power albeit only 5Mhz which will give them better coverage than VO2 have ever had (assuming EE properly roll it out).
Their 1800 will be able to be upped considerably in power once they get reliable CSFB to both 3G and 2G. 2G refresh needs to complete for this though (still old Orange masts here).
This will result in 800 only needing to fill in the last small stretch of coverage and so 5Mhz will be plenty. By this time most will be on WC indoors so 800 will only have to do a very small area.

Someone at EE saw this coming. No one else did it seems......

I haven't seen throttling when connected to Orange here in France & I can run Speedtest as much as I like getting similar 3G speeds that I see in the UK (1-15Mbps down & 0.1-3Mbps up). Without a VPN I see a complete block on streaming even a low bit rate service like BBC iPlater Radio.