You can, but potentially only in the GSM (2G) network (then, you would get only GPRS / EDGE data connections, no UMTS (3G) ones).
To make sure you can use a North American smartphone also in Europe, you have to look at what frequency bands are supported by the phone, and what frequency bands are in use by the phone networks in your country. Here's an overview:
| Frequency | GSM 850 |
GSM 900 |
GSM 1800 |
GSM 1900 |
UMTS 850 |
UMTS 900 |
UMTS 1700 |
UMTS 1800 |
UMTS 1900 |
UMTS 2100 |
|---|---|---|---|---|---|---|---|---|---|---|
| North American networks: T-Mobile USA [source] | x | x | x | x | x | x | ||||
| North American networks: AT&T USA [source] | x | x | x | x | x | x | ||||
| European networks [source] | x | x | x | x | x | x | x | |||
| HTC Sensation Z710e [source] T-Mobile version ("Sensation 4G") |
x | x | x | x | x | x | x | |||
| HTC Sensation Z710a [source] international version, Bell version, Telstra version |
x | x | x | x | x | x | x | |||
| HTC Sensation XE Z715e [source, source, source] | x | x | x | x | x | x | x | |||
| HTC Sensation XE Z715a [source] Telstra version, Vodafone Australia version |
x | x | x | x | x | x | x | |||
| HTC Desire HD | ||||||||||
| HTC Desire |
Effect for Europeans: you can use all of the HTC Sensation / Sensation XE variants in European networks.
Sometimes, the models for the North American and European market carry different names. For example, the "HTC Sensation 4G" is the name given to the HTC Sensation by T-Mobile for launching it in the U.S.. The hardware is just the Z710e version, and it is supported by CyanogenMod 10 (at least) [example].
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