I bought mine directly from Microsoft. It does appear to be locked to AT&T's network, however. That is not an issue for me since I'm an AT&T subscriber.

Most phones in US are tied and branded to a single carrier. You can find an unlocked WP the cheapest being 49.99 and but a more decent spec ones from 99.99 USD. AT&T is the most WP friendly carrier and T-Mobile is a distant second. Verizon and Sprint, are most often not on board since they are CDMA. Hopefully VoLTE will change that.

Most phones in the UK are locked to a carrier, but we don't have anti-unlocking laws like DMCA. There are little shops on the high street that offer unlocking services.

(This is just carrier locking. Anything that changes IMEI is illegal with a maximum 5 year prison sentence)

FYI I use Ting, which allows GSM or CDMA devices (they contract with Sprint and TMobile)

They arn't the cheapest carrier you can get, but seems a good tradeoff for device interchangeability and price.