lighting is the main issue I've ever had with green screen. You can use all the fancy keying software you want (Keylight, Ultra, etc), but I learned the hardway you have to light evenly. As people stated above, you can use stock footage, but then you're not in control of lighting, which if you know how to color correction a little bit, you can actually bring down the lighting effect in your actors if you greenscreen. You can almost get it to look right, to the average viewer, they may not notice.
Of course none of our answers actually answer your question about filming in foreign countries. I'm sure someone here has filmed in other countries and had to get permits and stuff, but you might be able to pull off just being a "tourist" and get your shots, who knows? I've lived in Germany for 4 years and have traveled about Europe (never to Switzerland though) but for the most part, people are pretty indifferent to whatever you do so long as you don't cause a disturbance. I'd seriously look into stock footage and save yourself a lot of money- unless you're going to Switzerland for vacation anyway and filiming was a secondary purpose.