I assume you mean in a different country other than your own ?
Most countries dont require any specific documents to buy a pre paid sim, UK for instance, they are readily available to buy at most stores and at Heathrow there are many vending machines at the Airport. However, some countries such as Thailand and Indonesia (in my experience) require you to present your passport when you buy a SIM card.
As long as younhave a passport, you should never have a problem buying a pre paid SIM anywhere.