I regularly forward my Vonage service to my cell phone, and from there my cell phone transfers the call invoice voicemail. Callers can enter their phone numbers to get a call back, this function works fine.
I also check my own voicemail through the forwarding loop sometimes (If I'm traveling in Texas I can dial my Texas virtual number as a local call, rather then calling long distance to my cellphone's number in Calgary.)
So in short, I think it's just you -- You might want to try contacting Vonage's tech support though, they might be able to do something. If you do, make sure to followup in July (once Vonage gets back to you) and let us know if you find anything interesting :)