Contrary to popular believe, Apple still adds new HTML5 features to Mobile Safari in the 4.x line. With the soon to be released 4.2, it finally also supports WebSockets, one of the missing pieces for a ācompleterā NIWEA experience.
Still missing are Web Workers and some other, currently less widespread features like FileReader (may not make much sense on the iOS devices), the ādeviceā element (noone supports that yet, AFAIK) and WebGL (not our area)
And Firefox 4 is gonna support WebSockets, too. IE9 beta doesn't (yet, but I didn't hear anything that they will include it in the final release).