You will still be able to use some location services like Google Maps even though roaming is switched off. This can happen for a number of reasons - just because you're in a wi-fi hotspot doesn't mean it's working. Location services could be eating up your data allowance and this will cost far more internationally than at home.
To turn off data roaming go to Settings, General, Network and then switch Data Roaming and Enable 3G to OFF. Once that is complete go back to Settings, hit Location Services and switch it to OFF.
If you're lost and in need of directions, try buying a traveller's map, or god forbid, stop and ask someone for help!
If
your roaming is switched off this shouldn’t happen. But if you’ve set
your phone to automatically update your apps – SWITCH IT OFF. You
don’t want to be in the middle of New York City when you get a call from
your provider telling you that your phone bill is heading towards the £1000 mark because you’ve more than exceeded your data allowance!