An RM-941 device passed through the FCC last week, sporting GSM bands used with At&t's Network, well fast forward to present day and our trustworthy source for unofficial leaks @evleaks posted this pic of what looks to be the Lumia 520 with an At&t logo tattooed at the bottom. No doubt it's the Lumia 520 or at least a variant of it...
Now, Nokia can really compete at the low end market with At&t and not just with T-Mobile (T-Mobile, until recently have been the carrier known for carrying Nokia's low end devices). T-Mobile already has the Lumia 521, a Lumia 520 variant, of course.
I expect the Lumia 520 for At&t to be a pre-paid phone under At&t's GoPhone division, that would make more sense.