That's wrong on two accounts. First, the copyright is automatically with the creator, not the employer (except if you have signed a particularly and highly doubtful working contract with a slaver company -- some particularly abusive companies have you sign that they own everything including what you do in your free time, if you're stupid enough to sign it). Whether copyright can be traded/sold at all and whether or when it expires varies greatly across countries (it can, for example, be sold in the US -- it cannot in most EU countries).
Your remuneration normally doesn't have a baring on the ownership of the work. Copyright is automatically owned by your employer for any work you produced for them.
However, the important bearing of the remuneration is that this makes it (or it will at least be alleged as, when it comes to a lawsuit) a contract work. In which case the company that paid you owns everything. This doesn't vary much across countries. Even in countries where copyright is not tradeable, this means that you have the reserved right to keep a copy for yourself (as your "creator-right", this is distinct from "copy-right" e.g. in Germany), but you are not allowed to copy or reuse or sell it.
The really bad bit here is the "no written contract" part, because that will be several people from the ordering party against the single lonesome contractor. Even if nothing was ever agreed, they'll likely be able to "prove" (by testimony) that whatever they think was agreed.
The example of a wedding photographer is quite funny insofar as it is even much more complicated than merely copyright. The photographer certainly has the copyright on his work (if it is artistic, non-trivial -- again something you can dispute), however he is not allowed to make copies (in the EU, at least). An individual owns the rights on their own image, and it is a felony to make, copy, reproduce, or distribute images of people without their explicit consent.