Why doesn't 4g work on my Iphone 5?

I recently bought the Iphone 5, and whenever I turn on the "LTE" setting, which I am told is the 4g setting, nothing happens. I do not get the "4g" sign in the top corner, and it simply does not turn on.

Added (1). I live near Washington, DC in the US, so I don't think service would be a problem.

Some countries/areas do not have 4G readily available yet.