Modems are still connected via serial lines - our embedded project has a modem connected to the MCU via a UART. We ran out of MCU pins for HW flow control but it's essentially the same as how we did things in the 80s with external modems.
I assumed AT commands were still in use either because they're so easy to use or they're easy to test. I can't say whether the autobaud feature is still useful but the modem we use can do it.
I think (some) IoT devices can still use RS-485 which seems similar to RS-232. We're in ag-tech so the sensors we talk to use SDI-12, a shared bus serial protocol with 12v power and 5v signalling. Lots of weird stuff out there!