Brandweek has a good article on how marketing on cell phones is finally starting to work:

“Crammed into his seat on his way into Manhattan, a businessman uses his cell phone to log onto Weather.com just to see if there’s some sunshine on the way (“Seventeen inches of snow expected by the weekend.”) Just then, a bright blue banner ad with white lettering pops up on and grabs his attention: “Aruba” …He clicks on the banner ad, and his phone dials an 800 number, connecting him to an Aruba Tourism booking agent. “

The article includes several good examples.