I had the same problem (UK to Spain) and I think I know what happened.
According to
this article, the GPS on the iPhone is assisted. Which means it uses WiFi and data to find a position first. When you go abroad, if you turn off data roaming for obvious reasons, you should use a WiFi connection to try to help it know where you are. If you don't have a Wifi signal you need to leave the iPhone 5-15 minutes to find the GPS signals. But most apps will time out if they can't find a GPS signal fast enough so you need an app that will doesn't time out, let it search for 5-15 minutes, and then after that it should be able to find on other apps using just GPS (the article suggests G-Spot).
I haven't tested this out yet, and don't know which apps don't have the time-out on GPS, but maybe someone who is going abroad can let us know.