I upgraded to iOS 5 and I just noticed that I can no longer control the volume level on the phone by pressing the volume buttons while the screen is locked. I recall distinctly that I was able to do this on iOS 4. Has something changed or did I miss something?
★ [Settings > Sounds > Ringer and Alerts > Change with Buttons = ON]
Tapping the home button twice should bring up the audio player/volume slider on the lock screen. While it's visible try the buttons on the side — depending on whether or not you see the volume slider move on the screen should tell you if your buttons are not actually working.
This is straight from the iOS 5 user guide:
When iPhone is locked, nothing happens if you touch the screen. iPhone can still receive calls, text messages, and other updates. You can also:
Use the center button on iPhone earphones to answer or end a call, or to control audio playback.