Any prepaid sim will let you roam, if you’re really worried get one from Three and it will work in the states too. Local calls will be routed back to the country where the sim came from, so actually using the phone for traditional voice calls will be pricey. Lebara UK has a cheap plan with 100 international minutes and a few gigs of data for like £10/30 days (last time I used it) and can be bought from any phone shop
edit I checked the Lebara data rates and it’s all included in the normal quota, except for Switzerland at £15/MB, so... maybe not