Andrew Phillips' Stochastic Pi Simulator (SPiM) is implemented in F# (and also OCaml) and has been gaining some attention of late. There is a nice article called Making Computer Systems Reveal Biological Secrets on the MSR website and F# gets a mention at the end.
On that topic, Jon Harrop has some new articles on his F# News site:
Tomas Petricek has a nice article on The Hub called "Keep your multi-core CPU busy with F#".
(Note: links to external sites above)