Not a problem with your iPhone. After a message is successfully sent, what happens to the message after that has nothing to do with the phone used to send the message.
If this worked 3 or 4 months ago for them, nothing has changed in this regard with your iPhone but namely with AT&T.
The problem lies at the recipient's end. You may want to ask your friends with this problem which carrier they are using. If Verizon, there is a simple step they can do with their phone - updating their preferred roaming list which will probably resolved the problem for them.
http://support.vzw.com/faqs/Wireless%20Service/faqprl_preferred_roaming_listupdate.html