I be in the US in a few days so will be able to give this a go and let you know results.
From what I have gathered combined with assumption/educated guess:
AT&T obviously will have all of the IMEI numbers for the phones they stock/have stocked.
They could (if it's possible) also have the IMEI's of other providers GSM stock in the US.
But I highly doubt they would have IMEI's of handsets that they do not/have not stocked, that would take A LOT of work.
During the online registration of GoPhone SIM cards, AT&T asks for the IMEI of the phone you want to use. Apparently you can just type 111111111111111 (1 x 15) and it will accept it.
Again all just theory, but I think the general consensus is that if it's not a phone that AT&T sell/sold, meaning they don't have the IMEI, that you will get away with it.