ZACLONA, I know that I would be just as concerned with not having working service while abroad on vacation. We are here to help out. What is the make and model of the phone you are using? Do you recall setting up a plan for roaming prior to leaving on your trip? Just in case, does your phone display No Service, or does it display bars of 1X, 3G, 4G, or HSPA, etc?
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Is your roaming turned on for both voice and for data?
Comparing with other countries unfortunately doesn't mean a whole lot as each country has their own wireless providers and coverage will naturally vary from location to location.
If your roaming is turned on and your international services are indeed enabled on your account you should get coverage, assuming there is coverage where you are and there are roaming agreements allowing you to use that carrier's towers. If all of these things are in your favor and there isn't something wrong with your phone, then you are in an area that just doesn't have service.