Last night, I was chatting with one of the receptionists at my hotel in London when another guest (American) comes down and says he's having trouble making a cellphone call.
Receptionist: Who is your provider?
She looks lost.
Me: Did you sign up for their international plan?
Me: Is your data roaming turned on?
He checked, it wasn't, he turned it on and could make calls.
If you are having trouble making calls outside the U.S. make sure your data roaming is turned on.