In the unfortunate case your mobile phone is lost or stolen, there are little chances to ever get it back. Usually, someone else will get to enjoy the handset's functions, as putting a new SIM card in it is an easy thing to do. But there's a way to completely block the use of your "ex-phone" and not only that of your "ex SIM card".
Every GSM cell phone has an IMEI code that's unique in the world and usually consists of 17 digits. This will appear on your display after dialing *#06#, without pushing any other key – not even the dial key. Sure, most of the handsets (if not all of them) also have the IMEI code written inside their cases, usually under the battery, but it's way simpler to just dial *#06# in order to find out the code.
Now, assuming you know the IMEI code, when your cell phone is lost or stolen, contact your operator, give them the code and ask them to block the handset. After this is done, the device will become non-functional, regardless of the network that someone else might try to use it on. Imagine if everyone knew this "trick" – thieves would have no reason to steal cell phones anymore.