In the past 5 months, visual voicemail has worked on a Lumia 920, 830 and 820 that were all AT&T branded. I can check with AT&T, but I don't think switching to a factory unlocked phone would have removed the feature from my account. I will also try putting my SIM back into my recently repaired Lumia 920 and see if visual voicemail starts working again. That should indicate whether the fault lies with my account settings or my unlocked phone.I had to help someone with this same issue. You have to call AT&T and get them to turn on visual voicemail on their side. I never did find out if it was associated with the device IMEI number or just on the account in general. Also, at the time, there was an extra charge for that, depending on your account/contract.