It doesn't require unlocking but there's no 3G carrier in the US that operates on AT&T's band. Europe and other countries are another story and you should have no problem when buying microSIMS in other countries.
Well the iPad 1 was unlocked, but you would have to check if the 3g radio in the iPad2 is compatible with the network you want. For example the 1st gen was not able to connected to T-mobile's 3g because T-mobile 3g was at 1700 Mhz.