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/