We have always been discussing Windows Phone integration capabilities with SharePoint 2010. You may download an offline training kit that would help you developers to create your own custom applications on the phone that leverage SharePoint 2010 data and services.
This training course will take you through the process of creating your custom Windows Phone 7 applications that consume SharePoint and Windows Azure data and Services.
You will learn how to setup your development environment.
You will also see how to secure and publish your applications to the marketplace.
[Please read the DISCLAIMER for this blog here.]