PS3 games are not region-locked. (AFAIK the only exception is Persona 4 Arena). Your PS3 console can play any game from any region.
What’s more important is actually the region for your PSN account. PS Store digital purchases are tied to the region of your PSN account. Your PS3 can hold accounts from any region (you just need to create an account with an address in that region)
Some DLCs may not work with game discs from different regions (varies by game, but I think it’s more common that they don’t work.)
For example, if you’re playing an R1 (America) game disc, but you purchase the game’s DLC from the EU PS store, the game probably won’t recognize the DLC.
Some functionality such as cross-play/cross-save may not work across regions.