Will an Eye-Fi card imported from the US work in Europe, Australia or elsewhere?

Broadly speaking, yes. However, it is possible that as the US uses fewer channels for 802.11g Wi-Fi (1-11) than Europe (1-13), it may be that your access point won't be visible if it's configured to use channels 12 or 13.

We've not tested this yet to see if there is a problem, but if so then there is a simple solution - simply change your wireless network to use a channel between 1 and 11.

Location Channels in use
USA 1 - 11
Europe, Japan, Australia 1 - 13
Spain 10, 11