According to Nokia it will be a quad-band device, supporting 850/1900/2100 WCDMA / UTMS (3G) 850/900/1800/1900 GSM, which leaves T-Mobile users with EDGE support, but no 3G as that network uses the 1700 frequency band (via WP Central). It's perfectly suited to AT&T though.
Heading over the border, Canadians will also be able to get a hold of the Lumia devices. The Lumia 710 will be heading to Rogers ($49 on contract), while the Lumia 800 will show up on Telus, although there's no pricing details yet (Nokia Conversations).