I live in the EU, own a European Xbox 360, and the EU versions of Rock Band 1, 2, and 3. I am going on a trip to the US in a couple of weeks and will be visiting some friends of mine who own a North American 360 and NA version of Rock Band. I know that I can recover my gamertag on their system to use to play, but I wouldn't have any of my band data, which I would like to show them. If I bring my save data on a USB stick, will I be able to load it up in the games, or will the differing regions prevent this?
I'm not sure if you ever found out the answer to this so I'll post what I've found.
The console hardware supports playing non-region-locked games. As described here and many other places, the XBOX 360 consoles are themselves inherently region-free.
Save files on the XBOX 360 are bound to both the game version and the player profile. If the games are not the same version that you saved with, then the game will not load the saves. As far as profile binding, you'll want to either back your profile up and take it along with you so that you will have the same profile on the other system (and to log achievements and generally make your life easier), or copy the saves onto another profile.
There are many lists of regional compatibility such as PlayAsia and certain threads on XBOX360Achievements and xbox-sky. Specifically the use of PAL versions in NTSC regions is less well documented, but, if the NTSC version was region locked, it is likely that the PAL version was also.
Rock Band 1 was region locked so you cannot load your PAL save data with an NTSC Xbox 360. This is because the NTSC version of the game is incompatible with the save data and the PAL version of the game is incompatible with the console.
Rock Band 2 was region locked so you cannot load your PAL save data with an NTSC Xbox 360. This is because the NTSC version of the game is incompatible with the save data and the PAL version of the game is incompatible with the console.
Rock Band 3 was region-free so you CAN load you PAL save data with an NTSC Xbox 360. It is unclear if the NTSC and PAL releases are the same version so it may only work with a PAL release of the game, but the PAL version should play in the console as this version was not region-locked.
DLC is usually region-free on the Xbox 360 with a few exceptions, but it is linked to the version of the game that you are playing, plus there are risks internationally. If the version of the game is the same in all regions, then the DLC from all regions will work in most cases, and otherwise, you will need the DLC from the region for that specific version. In order to download DLC from a given region, you will need an XBox Live account in that region in order to download and install it. The risk is that using DLC outside of the designated region may be considered a violation of Microsoft's policies and should you go onto XBox Live with DLC from one region using an account from a different region, Microsoft may see fit to corrupt the data.