All GSM and later digital phones, starting with Nokia 2110 and its contemporaries, had an option to refuse roaming - just to avoid accidental phone bills like this.
(I think the 1st generation NMT network in Nordic countries also had the same, though I am not sure as I never owned one.)
(I think the 1st generation NMT network in Nordic countries also had the same, though I am not sure as I never owned one.)