I was going to ask "Source?" but decided to look it up for myself. For anyone else reading this: cynicalkane is right, sms messages "travel on the SS7 network in tandem with voice call signaling traffic" [0]. For a great overview, read this HowStuffWorks article [1].

[0] http://www.ncs.gov/library/tech_bulletins/2003/tib_03-2.pdf (this whole bulletin is pretty interesting: it discusses the fact that SMS service is often maintained even while voice service is down, such as on September 11th 2001).

[1] http://computer.howstuffworks.com/e-mail-messaging/sms.htm