Text message can be delivered by GSM or GPRS (Data)
I'm not sure about iPhone but many phones have setting to choose text messaging thru GSM or GPRS.
If your iPhone has it set to GPRS only and you don't have data roaming enabled in your phone, you can't send text message.
BTW, as previous said iPhone 4 doesn't have T-Mobile's 3G band, so you will be limited to 2.5 only when you're back to US.
No sure if this helps. But my wife's iphone4S also had problem with international sms but my iphone4 was working fine. I noticed that her phone number under Settings->Phone->My Number does not have the + in front of her number. Edited the number and made it +1(XXX)XXX-XXXX and reboot the phone. International sms works since then.
I know it doesn't do much good if you can't reply to texts. Were you able to get the international SMS working again? If not, be sure to check out International texting with unlocked iPhone 4 PLEASE HELP!! . Just to echo Johnsu, although T-Mobile does not guarantee functionality of non T-Mobile devices, you will usually pick up EDGE Internet speeds.
Let me know if this helps!:)