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Well, actually... nowadays you can buy a cheap chinese-made Android smartphone in Spain for about 70EUR, if you go to a big box store like Mediamarkt, Alcampo... (they would be the spanish equivalents of Walmart). Add that to a data plan and you are set.
The phone won't be very good, or have...
According to Verizon's page:
http://www.verizonwireless.com/support/international-travel-faqs/
If your phone supports 4G LTE, then you can use it everywhere without problems (or in other words, what Bajaracer said).
If you can't find a Vodafone store, Orange also has plans for people who are...
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