GPS does not appear to work with data-roaming off and no wi-fi network

I have been using an application called imarkmyspot to produce way-points for synchronising with my camera. When I am in my home country this works fine and a GPS location is found quickly.
I've recently been abroad and had data-roaming turned off to avoid high expense. The point is that in this situation the GPS does not work (with imarkmyspot or Goggle Maps) unless I can access an open wi-fi network.
So my question is, is this correct? Does GPS only work with either data access on or when within range of an open wi-fi network.
If this is feature (bug) of the iPhone then this makes applications such as imarkmyspot rather useless when travelling. Alternatively it could be imarkmyspot that has this problem of course. But I'm quite sure Google Maps did not work either in this situation either.

The iPhone's GPS does work without a data connection.
Two weeks ago on a work-related trip I knew I'd be traveling a rural highway that would leave me without data/voice from any source for at least 45 minutes (no GSM service). Before leaving a city with data, I zoomed out using Google Maps far enough to show most of my route, then "nudged" the map so the application wouldn't try to get a data update for the map. I simply used the top power button to turn on and off the screen. The iPhone and GMaps tracked me through for the entire blacked-out section of my trip - I made sure the device had a decent view of the sky and it got a fix and nailed the location within a few seconds.
Ironically, I'm returning that device in the next few hours for an exchange. The GPS hardware, it seems, has failed about a week ago - the device gets A-GPS fixes now (it shows the nearby 3G and EDGE towers), but won't lock in for more than a second or two. My iPhone's GPS worked, and now it doesn't - AppleCare told me my GPS hardware has failed - and you're may be exhibiting the same failure.
Some A-GPS devices use their sources to get close by - like my TomTom GO and the ephemeris files it grabs from their servers to get updates on where satellite locations are - and then use the on-board chip to nail the device's position. From what I understand of the iPhone's assistance mechanism, the data tower's and Wi-Fi physical location needs to be correct and available in an accessible database somewhere - my iPhone was showing me near Houston TX (2200 mi/3500 km distant from my actual location) when using 3G data until the data source was updated.

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