Three used to do this when they first launched. I was actually a customer on 3/3/2003 when they launched and bought the NEC e606 they had on offer for £200 (Reduced from I think £470). Anyway back then they piggybacked on the O2 network so if there wasnt 3G avaiability your device would use O2's 2G infrastructure.
Three stopped doing this a few years ago, possibly in 2009 or 2010. Now if you don't get a 3G signal you get nothing, cannot even make telephone calls. There is no longer any 2G or 2.5G fallback.
They do some 2g fallback with EE (left over from the orange deal they had) and this still works where I live rurally.