Yesterday Apple introduced unlocked iPhone 4s starting at $649 for the 16GB models in the US. An Apple support document lists all other countries that provide worldwide unlocks.
Included in the list is:
Belgium, Czech Republic, Finland, Germany, Greece, Italy, Luxembourg, Netherlands, Romania, Russia, Slovakia, Turkey, China, Hong Kong, India, Indonesia, South Korea, Macau, Malaysia, New Zealand, Singapore, Taiwan, Thailand, Vietnam, Brazil, Colombia, Ecuador, Mexico, Bahrain, Kuwait, Qatar, Saudi Arabia, United Arab Emirates and South Africa.
Neither AT&T or Verizon Wireless offer this unlocking service in the US. This is because only Apple will be providing unlocked iPhones and not the carriers.
Vodafone in the UK is the only carrier that does not provide a carrier unlock for British iPhone users while every carrier except Telus and Virgin Mobile in Canada will unlock your iPhone.