Today, there's a version of IronRuby that runs against the Windows Phone 7 software development kit - see http://blog.tomasm.net/2010/03/21/ironruby-on-your-phone/. It remains to be seen whether IronPython will have a similar version in place by the time the new Windows Phones start shipping this Winter. If this is something you'd like to see, I strongly suggest commenting on http://social.msdn.microsoft.com/Forums/en-US/windowsphone7series/thread/9e2c3ae7-0eba-4ca5-a920-018cc825cdfd and/or sending your feedback directly to Microsoft.
As for Python on iPhones...Apple prevents you from doing this by disallowing virtual machines from their app store. That said, someone from the IronPython community did discuss using IronPython's pre-compilation feature on MonoTouch (.NET for the iPhone - see http://monotouch.net) to get Python scripts running there. Hope that helps, Dave http://knowbody.livejournal.com
