Unfortunately, in most countries, yes. Privacy International published a full report on the timeline of sim card registration laws around the world. It lists all the countries that require by law that you register you SIM card by providing ID. Some even require biometrics.
Keep in mind, the report was last updated in 2022, and the list of countries are from 2021. There are definitely countries listed on it that didn’t require registration back then, but now do.
This is the list of countries that Privacy International lists. I’ve emboldened the European ones.
PRIVACY INTERNATIONAL: As of 2021, the following countries do not have mandatory SIM card registration laws: Bahamas, Bosnia and Herzegovina, Cabo Verde, Canada, Chile, Comoros, Croatia, Czech Republic, Denmark, Estonia, Finland, Hong Kong, Iceland, Ireland, Israel, Kiribati, Latvia, Liechtenstein, Lithuania, Marshall Islands, Micronesia, Moldova, Nauru, The Netherlands, New Zealand, Nicaragua, Portugal, Romania, Samoa, Serbia, Slovenia, Solomon Islands, Sweden, United Kingdom, United States of America, Vanuatu. SOURCE: GSMA (pgs. 54-61).
One of PI’s source is the GSMA, and their last report dates back from 2020 it seems. So wherever you are, triple check your info. I know from experience that even if you travel as a tourist and need a SIM in countries that require registration, you will have to provide one, even if you are not a resident.