How Sms Are Saved On Phone And Sim

does anyone have any idea about how sms are being saved on phone and sim.
my Celtel sms save on my celtel sim so that, anywhere my celtel sim is present,

i see my messages,
But my mtn sms save on my phone, my inbox is always empty when ever i

move my mtn sim.
anyone with any idea pls come up, your gurority is needed here o