Sorry for the bad news. There are no military exemptions either. You will have to find a third party, or simply find an unlocked phone for use across the pond. To be honest, you could sell your current 'locked' version and pick up an unlocked one on your own. At least the purchase, although expensive, would be subsidized a little. Price will hover around $1K though. Example of a sanctioned unlocked iPhone sold by Buy.com:
I am trying to get AT&T to unlock my two iPhones since I am in the military, and I am going to be stationed in the UK for the next three years. However AT&T is not willing to unlock my phones, even when I bring in a copy of my orders as proof. I was wondering if anyone has had any success with getting AT&T to officially unlock their phones (Apple says only AT&T can unlock phones) and if not is there any way to unlock it and still be able to use Apples official updates. I am trying to do this the right way, but Apple and AT&T seem to have me in a bind here. Thanks for any help.