"You don't even have a phone," Katniss says.
"Effie had that fixed." As soon as the words left his mouth he realized what kind of questions that might bring up. How did Effie know he had no phone? Surely not because she sneaked over to his place every night when she was in town before the Victory Tour. He knew he couldn't take those words back so he kept talking. "Do you know she asked me if I'd like to give you away?" he continued.
The rest of the way down to the square all Haymitch could think about was the day Effie found he had ripped the phone out of his house. It had been one of the last nights in District 12 before heading off to 11. She had been staying in one of the empty homes along with the prep teams, stylists, and camera crews. Each night she would go check on Haymitch because she wanted to make sure he was okay. They spent a lot of time together and each year had to watch two children, who they would become attached to, die in the most violent ways, so of course they were close. In celebration of Katniss and Peeta winning this past Hunger Games, they became closer. It started as an innocent kiss, out of excitment. Next thing they knew they were waking up in bed together. Oops. Every chance they got from then on, they would sleep together. They both knew it was more than sex.
"What's going to happen after the tour," Effie said one night. "The days of it just being you and I watching the games are over...which also means that we're over when this tour is done." She sighed, she loved these past couple months and hadn't realized they had to end or else they'd have to come clean about their relationship and that could be dangerous.
"I'm not sure princess," he replied. "All I know is that this is the happiest I've been in a very long time."
"OH, I know, we could call. I'd call you, you'd call me. We could stay in touch and hold back on all of this," she said as she pointed out their current state, "Until the kids were asleep..."
"Yeah that might...wait...I ripped my phone out the wall years ago. I had a feeling that Snow could hear all my conversations..."
And so she made arrangements the following morning to get a new phone in his house. They went together to buy it and watched very carefully as it was installed. When it was hooked up, she kissed his cheek and promised she'd call every chance she got. Haymitch wasn't too thrilled by this idea but as long as she was happy, he'd pick up that phone and talk until his princess would fall asleep.

Just a quick little story I wanted to tell about why Effie fixed his phone situation. The quotes at the beginning are not mine and are taken directly from page 128 of Catching Fire :)