It just doesn't *turn* on. (Sometimes it does, but sometimes it doesn't.)
Even when it does turn on, it can take some time for a phone to register on a roaming network to register before it starts receiving data. I'd give it 30 minutes.
But some devices won't switch automatically, even though T-Mobile is known for its amazing data roaming. This official T-Mobile support page (last updated in 2015) states that:
...Devices on software version D85110m use a default APN is not configured to automatically switch to a roaming APN while traveling internationally.
For some background, APN stands for "access point name," and is the gateway for access to a mobile network or data. These settings are commonly stored in the same place where roaming options are.
Finding the APN in phone settings
Getting to the APN will differ from phone to phone, but here are some basic guidelines. Generally it will be in the settings and networks section of the phone.
In an HTC, scroll to Settings > Mobile Network settings > Access point names.
In an iPhone, scroll to General > Mobile Data > Mobile Data Options > Mobile Data Network to access the APN. Unfortunately, it doesn't seem like the iPhone supports multiple APNs so it might be wise to take a screenshot of the default settings before changing them.
The APN settings for roaming
In this case, this is the backup APN settings for international data roaming (and the only parameters to set):
Name: RoamingAPN (This can be anything. In our example it is "T-Mobile International Backup.")
APN: epc.tmobile.com
APN Protocol (if applicable): IPv4
In our case, the default U.S. APN seems to work just fine, though it took the phone some time to register a roaming network and data signal (some 30+ minutes after hitting the tarmac in London). However, the epc.tmobile.com APN works does seem to work as well in the U.K. as the default U.S. settings so it's a good idea to keep both profiles in phone settings saved for constant data access.
