For £15 you can get a sim with 20GB of data to use in a month in the US
This is probably the solution... if you live in the UK and visit the US for short periods. Yes, any voice calls to/from US phones count as "international" but if you call home it just counts as normal minutes. Yes, even if you have the 'unlimited data' plan, you only get 25GB when you're in the US - but that's probably still better than the locals are getting.
However it only makes sense if you live in the UK and use Three as your regular network. ISTR you need to have been subscribed for a month before they'll enable roaming. I assume that you can't sign up without a UK address - even if you can it's not going to make sense. So its not going to be a solution for our Scandinavian OP.
Unless some Scandinavian networks are offering a similar deal....