Cell phones and smart phones are susceptible to getting infected. The most popular attack against the Blackberry devices are through trying to get the owner to download and view PDF files from an email attachment.
For the Android-based phones like the Thunderbolt, Droid, Droid X, Epic, EVO 4G, etc. they are all capable of getting infected through an app. To the advantage fo iPhone users, the App store for Apple iPhones are certified, and cannot release infected versions. Also Apple can yank apps away that are known to cause problems.
For the Android, the Market Place is not regulated and all kinds of apps can be released without being examined. In fact, the infection rate is up 400% this year in the Android Market Place.Additionally this report shows that 17% of the infections came through texts from unknown people:
17 percent of all reported infections came from SMS trojans, which sent texts to premium rate numbers, incurring major charges to the victims..