Turn WiFi off if it's connected, they should come in after that, I'm on Sprint and I have the same problem sometimes I don't know if it's a carrier issue or a router issue I just know that when I turn wifi off on my phone the pictures come in
The issue might in conjunction with calls over WiFi. Try turning that feature off as I believe it forces MMS over WiFi. that way you can still have WiFi on while using mobile data for MMS.