http://www.techradar.com/news/the-apple-watch-3s-lte-only-works-in-your-home-country

The big new feature of the Apple Watch 3 is LTE, letting you use data and take calls without your iPhone, but while you can roam internationally with your phone, you apparently won’t be able to with the Watch 3.

A Reddit user asked Apple support about roaming and was reportedly told exactly that, so for example a European Apple Watch 3 won’t work with a US carrier and vice versa.