SOUTH U.S. -- roaming issues

I have wondered for a while if this problem is unique to AT&T or it is universal. Everytime I am out of my 'home' area, if I try to call anywhere (national or international), the call gets disconnected within a few minutes even though the phone will show a full strength signal. When people are calling in to my number, the phone doesn't ring and when I hear the tone for a voicemail I realize that the person calling in has called 5 times before leaving the message and the phone NEVER RANG. Wonder if this is a cost saving tactic for AT&T- free roaming but it's not gonna go through!!