It depends on the unit. If the cycles are different, too (much of Europe is 50 cycles, I believe), then -- well, screw it.
But sometimes you can just get a different tap out of the transformer (like I've heard that the E.A.R. HP-4 is really easy), so -- minor hack.
Finally, if it's a DC power supply of the "wall-wart" variety, just get a different wall-wart for US.