I know that the camera connection kit accessory has so far only worked on the iPad. I assume that this is the case because the iPad was running a special version of iOS 3, but seeing as iOS 4.2 is now in GM for both iPhone and iPad, I'm wondering if Apple has extended support for this accessory to the iPhone as well.
You can use the CCK to export photos off an iPhone and import them to the iPad (which isn't new), but no one has yet been able to get the CCK to hook an iPhone up to anything else.
They are already working on the iPhone 4 (but only on the iPhone 4, not on previous models) as of iOS 4.0. I guess they are also compatible with the iPod touch 4G.