If it was a we-all-have-iPhones-and-you-are-the-odd-one-out situation, then the texts may be going through, or accompanied by, apple's proprietary text network, similar to the Blackberry messenger system. I seem to remember when I initially set up my jailbroken, unlocked iPhone, it was asking for my iTunes account information and said something about a separate messaging network.
Frequently, the iPhone itself decides how it wants to send your messages. It could well be that the sender's iPhone knows which contacts can receive the apple-enhanced messages. The phone then decides to just send you a regular SMS since you can't receive the apple-enhanced messages. My iPhone is on a text-and-voice plan with no cellular data and I can never tell whether my text is from someone who sent it to multiple recipients.