Motorola announced that it has signed a deal with Microsoft to use Windows Media player technology on new music phones in 2006.

Motorola will keep the iTunes mobile phones (that nobody wants, due to the Apple induced limitations) in the portfolio, but plans to release Microsoft powered music player handsets.
The Microsoft Windows Media phones will be able to download music over the air, sold by operators, and also directly from a PC.
Nokia has a similar deal since a year. I am not sure if Nokia actually has a Windows Media player phone running. They definitely do not have a full Windows Mobile phone in the portfolio. As far as I know though the Windows media player for mobiles also can run on other operating systems and just means to support Microsoft's DRM and file format.
More details in this Reuters story.