I don't know how things are going in other European countries. But in UK, purchase a pay as you talk phone doesn't have any limitations, they don't expect to see your ID or passport or whatever. It's just like buying clothes in UK. And it won't go with a contract and pay as you talk sim card, unless you require. Just ask for a phone and pay 20 pounds to unlock it, then it's done.
For some handsets, you don't even need to ask them to unlock the phone, because you are able to unlock and flash Chinese interface in China town with a even lower price.