Jasper,
A Facebook application will only work with one root domain. You'd need to have separate Facebook Applications for yoursite.eu, yoursite.fr, and yoursite.com. When a user tries to login, they will be presented a new permissions box if they are logging into a different Application. So, we'd highly recommend consolidating on one root domain instead of multiples like you're looking to do.
You can use one Application across many sub-domains, just not across multiple root domains.
Going back to the original question, since each domain uses it's own Application. Whichever application/site you want to be able to use the Request, Canvas, or Page Tab features from would require an SSL certificate.
Hope that helps explain,
Alex