In Italy 3 out of 4 main carriers have at least one EU-wide offer since last year.
TIM offers 500min, 500sms and 500MB (within and to EU) (+ national unlimited texts and calls, 3GB data) for 49€/month, while Vodafone offers unlimited calls and texts (to EU and USA) and 5GB within EU and USA (and Italy) for 75€/month. Wind instead offers 1000min, 1000sms (to EU) and 1GB (+national unlimited calls and texts, 2GB) for 39€.
Unfortunately not on prepaid, where we have to stick to daily bundles
N.B.: even Switzerland, Norway and Iceland are included.