I have the roaming Canada/Mexico plan and I traveled often with my iPhone 4 and never had a problem. I am connected to WIFI and have my data, roaming data, cellular data, iMessage etc all turned on and I am not receiving any calls or messages- I had friends ask to test this out. The same applies when I try to turn the iPhone off. I have rebooted the phone as well. This was not a problem until I left the country this morning and started roaming.
Please give any feedback if possible I would really appreciate it.