Do I need to contact AT&T before traveling to Europe and Asia on business or will the phone work without their intervention?

To be sure, call them..

Yeah, Int data plan and roaming option.

I have used the 8800 for 2 years on ATT and never told them I was going. It worked fine in Hong Kong and China.

Recently picked up the bold and didn't tell them I was going and it worked in Japan last month with no problems.

The only thing is if you don't want to get charged a crazy amount then get on that intl roaming plan.

All I did was use the phone and turned off all data and used wifi hotspots. The phone worked great, like I was home. Hope this helps.