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Anyway, one can buy a throwaway cell phone in cash

you can not do it in many countries like Spain where you have to provide your ID (because of terrorism).

Hm, curious. In Germany (and Austria, wherefrom I got my N9), it is perfectly fine to buy a phone. What you cannot do (legally) is buy a SIM card without ID – however, most shops just require you to fill in some form and don’t bother checking any form of ID.

In Germany there is a "swapping" service[1] for SIM cards where you can send your prepaid SIM and will get a random SIM that another person sent in. And in Austria you can purchase both phones and (prepaid) SIMs without any ID or form to fill out.

1: http://www.daten-speicherung.de/index.php/kartentausch/

Same as Australia.

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