Update: I've heard from a few people that the Lumia 800 can work in the US, and on AT&T Wireless, though it's not clear why it works sometimes and not others. (Some report it works in urban areas but not in rural areas.) Clearly, if you want to use this phone and live in the US, however, you should wait for the US version.

Thanks to Michael H. for tipping me off to this potentially painful fact: The Lumia 800, Nokia's flagship Windows Phone handset, will not work on cellular networks in the United States. So if you were planning on purchasing an unlocked unit overseas and using it here, you need to be aware of this incompatibility.

Michael notes that Nokia's own spec sheet for the UK version of the Lumia 800 says that the device is compatible with the following wireless network types: GSM 850, GSM 900, GSM 1800, GSM 1900, WCDMA Band V (850), WCDMA Band I (2100), WCDMA Band II (1900), and WCDMA Band VIII (900). That first one is the issue: GSM 850 is the cellular frequency band used in the US and much of the Americas. 

But the Nokia Lumia 800 does not support GSM 850, contrary to Nokia's documentation. Not the version that's currently available in Europe, at least.

This fact was revealed in a Nokia online support forum, which notes that the currently-available Lumia 800, which is sold in the UK, does not support the band.

The correct information comes near the bottom of the support documented linked to above, and after a previous Nokia representative incorrectly informs readers that the UK version of the 800 will work in the US. Here's the real deal:
The Nokia Lumia 800 has two variants:

• European Variant - WCDMA HSPA 900/1900/2100 MHz (RM-801)
• US Variant - WCDMA HSPA 850/1900/2100 MHz (RM-819)

To be able to get the right version, we suggest that you inquire about the RM-Type of the phone you may refer to the information above.

We apologise for some misinformations coming from our website, we hope that we have now provided you with a much clearer information regarding the Nokia Lumia 800 frequency bandwidth compatibility.
Put simply, if you want a Nokia Lumia 800, and you live in the US, wait for the US version. This will be announced, for AT&T Wireless, at CES in January, I bet.

Thanks again to Michael H. for this information.