Apple watches can’t roam, but they can maintain that Bluetooth link to your iPhone and work just fine when near your iPhone. I’m on iPhone International from ATT which gives me unlimited global data but tethering is blocked. My Apple Watch connects just fine. You can’t leave the phone at home for the morning jog, but if you have the phone with you, you are golden. You can also use it for most things with a mobile hotspot once it is configured to your liking.