If a user loses his device and the password is put in wrong too many times the device wipes of course, but then the phone is still usable. Anyway to prevent that without calling the carrier?

If the user reports the device lost/stolen to you quickly... then you might be able to push a restrictive IT policy to it before the finder wipes it.

Otherwise... no, you'd need to contact the carrier to suspend service.

In any case you should call the carrier to block the service. The thief can remove the SIM card from your Blackberry and use it in any other phone (if you have disabled SIM card security) and make expensive calls.

If SIM card security is enabled (4-digit PIN) then the thief cannot easily use it after wiping the Blackberry. He can of course use the Blackberry with any other SIM card, and/or sell it. Even if you push out a secure IT policy, IT Policies can be removed.