I'm roaming right now - in Switzerland on an AT&T iPhone 4 on Swisscom. Just wrote a quick program to test. Here's what I got:
2011-04-29 09:01:55.657 test[2094:707] Carrier Name: AT&T
2011-04-29 09:01:55.665 test[2094:707] ISO Country Code: us
2011-04-29 09:01:55.669 test[2094:707] Mobile Country Code: 310
2011-04-29 09:01:55.678 test[2094:707] Mobile Network Code: 410
So, to answer your question, doesn't look like mobile network code changes (410 is AT&T as cited below)
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