I'm not aware of it being possible with any phone unless they were backed up somewhere or if maybe you were using Verizon's Integrated Messaging.
Like with any data, once the location tag is removed, the data may still be on the phone, but you will not be able to retrieve it without some hardcore data retrieval equipment, and that's only if it hasn't been written over yet.
There have been phones in the past that did his. It was my first smart phone. It would place deleted messages in a trash folder, much like the recycle bin on a PC.
I am surprised with the amount of memory these devices have now, that it has not been more widely accepted