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if you are use China Mobile service:

phone - sms - setting - message centres - +8613800100500

I think it's wrong with the setting of SIM services.

The message center number in phone settings is same..
I swapped the phones and cards checking the sim, same result with receiving sms.
The sim card self is not an issue, I got it replaced from china mobile, but no changes.
Wrong setting of sim services.. who have set it wrong, i havenot changed anything in my settings and china mobile keep telling all is fine

Here is even more funny statistic :-).. actually we have 3 sim cards here in Beijing, all are prepaid china mobile.
My friend from Europe sent 3 sms to all 3 chinese cards within 1 hr time.
The first one got it at the same moment, the second card as usual never got it, and the third sim got it only after 20 min..

the more u know the more u dont know, therefore think its just bad luck with sim..

You may wish to try using 00 instead of the + for the international code.  That's been known to be a problem before.

with my china unicom one, I can text to Spain to certain mobile companies but I don´t get any message back. I went to the mobile company and they told me I had to pay to get a contract so I would be able to do that.

it sounds like they take a special care about incoming sms from abroad..