So today I drove from the eastern time zone back to the central time zone. Only my iPhone 4 stayed on eastern time. I had to change it to manual, find somewhere on the same time zone, and then switch back to network.
I crossed time zones yesterday morning - not sure about the i4 yet - but on my 3G it changed on its own.
Settings > General > Date & Time > Set Automatically turned to "on"
Maybe that's it?
I had issues last year when I made a cross country road trip with my 3G. We crossed 1 time zone per day and each morning the alarm woke me up an hour early because it didnt update the hour. I think it may have even switched back and forth in confusion, because I checked it before I went to bed each night. Good thing I was going West and not East.
I went from Eastern to Central and it changed but it never changed back to Eastern when I came back into Eastern. Powered phone off and back on and I was good to o!
When I drove east from central to eastern, the iPhone 3GS changed on its own. I purchased the 4 while in the eastern time zone, and when I drove home to central time, it didn't change - even though it was set to use network time. <shrug>