Tyler over at iPhoneology went diving into the iPhone's firmware, and found a preference file called "DefaultApplicationState.plist," apparently a list of widgets placed by Apple inside the iPhone.
Except that there's a few that we can't actually use yet...
That mobile.radio one looks especially enticing-- while built-in FM radio would be nice, it's more likely that Apple is expecting the iPhone to support streaming radio, just like that already found in iTunes.
Of course, this is all just speculation-- just because Apple laid out plans in the software for features like these doesn't mean that they're actually coming. And as a few folks have noted, they could just be holdovers from Apple's translation of OS X to the iPhone firmware. But because we know that more widgets and features are planned for the iPhone, these could be the groundwork of things we'll see implemented later.