In the alpha 4 release, the following platforms and browsers have a solid jQuery Mobile experience with pages fully functional and rendering as designed. New in this release is WP7 support.
The team is now focusing on bringing support to Blackberry 5, Nokia/Symbian for the upcoming beta release. We don't yet have phones to test bada or MeeGo but these will be added as soon as we can get devices.
Since jQuery Mobile is built on the jQuery core, all pages should also work great on most recent versions of desktop browsers too - Firefox, Chrome, Safari, Internet Explorer, Opera, etc.