I want to check a particular website from various locations. For example, I see a site example.com from the US and it works fine. The colleague in Europe says he cannot see the
Besides using multiple proxies or proxy-networks, you might want to try the planet-lab. (And probably there are other similar institutions around).
The social solution would be to post a question on some board that you are searching for volunteers that proxy your requests. (They only have to allow for one destination in their proxy config thus the danger of becoming spam-whores is relatively low.) You should prepare credentials that ensure your partners of the authenticity of the claim that the destination is indeed your computer.