I've blogged previously about these but now they are updated to Silverlight 2.0 RTM.

For Banking:

http://www.bankingwithxaml.com/woodgrovefinancial/woodgrovebank.html

For Insurance:

http://www.snowdencole.com:3347/default.aspx

For Capital Markets:

http://wpfcontest.lab49.com/index.aspx

And Neal Cross here in Australia has been working on what he calls “Monetizing Web 2.0 For Banks”

http://www.contosobnk.com/