You could open a multi currency account (pounds, euros, dollars) quite easily in Gibraltar at a bank like NatWest Offshore, Barclays, RBS, Jyske, etc.
I have two such accounts plus my normal sterling current account at NatWest.
This way you can instantly move money between currencies inter account and they have robust online banking with a chip and pin sign/countersign device with which you can wire money anywhere in the world very quickly. My wires to the US typically get there the same day or the very next day.
One thing to note is that Gibraltar recently signed a tax treaty with the US, so if you are just looking for a place to move money easily between currencies, it's brilliant, but if you're looking for a place to hide your money, it might not be the best choice.
You could also look at setting up a bank account in Malta, Cyprus, Panama, the Channel Islands, Isle of Man, Switzerland, Luxembourg, etc. etc. etc.
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Originally Posted by 070707
I have a Euro bank account in Spain. Not too hard at all. (for an american)
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I have a couple of those as well, at La Caxia and Santander. Fairly easy to get though they typically want you to have an NIE number (Spanish version of SS or SIN numbers), and not quite as versatile as a multi currency account in Gib.