how IPhone work with any SIM ?
 

I want to buy IPhone 8GB but I hear is will be not working expect if I live in USA.
is there way to unlock with any sim?

P.S:is not release it in Middle East yet.

Skim through this:
unlock iphone - Google Search

I don't know where you live in the Middle East, but it might also be easier just to go to a tech souk in your area and pay for them to do it. My parents just paid 50sr (about $13) in Riyadh to have it done after my dad accidentally bricked it updating to 1.1.2.