If this were possible, it would obviously have to be something you would set up with AT&T, wouldn't it? How would the iPhone communicate to AT&T that you want call forwarding if there's no service. The only way it would work is if AT&T sent out a call signal, received no answer back from your iPhone, then came to the conclusion that your phone is in a no service area, or that the phone is off. Would you want call forwarding if you turn your phone off?
Anyway, give AT&T a call. You would be surprised at the cool services you can get if you just ask.