I got the iPhone and took the sim card out and put it into my old phone. The old phone works and texts and had Internet but when I sent a message in the non iPhone phone I got my reply in the iPhone! What the hell?! What the fruit is going on?
Seeing as the Iphones are made with a unique IMEI assigned to each one it is nothing new, but it still cannot transmit or receive data from transmission towers as its lost its "key"(here being the SIM card) to access them.... also he didn't specify what type of message so it may have been Email and since you're able to link email with the iphones messenger its likely this was just a normal occurence
Maybe the iPhone makes an image of the installed SIM card into RAM, and you did not turn it off before removing the SIM card, nor at any time afterwards, prior to getting that unexpected reply on it. Just guessing here, because I haven't looked at the circuitry of the iPhone, to know whether or not it is configured to work that way.
First check to see if maybe you're using an internet application to send/receive messages.... obviously seeing as the Iphone is connected through wi-fi and 3g the reply would first show up on the iphone as it constantly updates itself (like facebook, the appstore etc) while your older phone may need you to refresh the page or something...