I have a phone service that sends me emails of voicemails in .wav files as attachments. How do I get them to play on my iPhone 4 (and 3GS)?
Not a very good solution, but it should work.
Once you send the file to your Mac (or Windows machine), and put it in iTunes, you can convert to iPhone-compatible format and sync back to your iPhone... Here is the iTunes menu choice for "Create and iPod or iPhone Version":