While evaluating the latest RIA services I followed this walkthrough. Not sure what I did wrong but trying out the POCO – aka plain old CLR objects - example with Cities I could not get the data down to the client and figured a simple problem was causing it. For some reason the DataService assembly was not referenced in my Web.Config and therefore could not get access. Unfortunately there was no error message so I assume that someone else might encounter a similar problem. Just make sure you have this in your config referenced as a handler:

<add path="DataService.axd" verb="GET,POST" type="System.Web.Ria.DataServiceFactory, System.Web.Ria, Version=2.0.0.0, Culture=neutral, PublicKeyToken=31BF3856AD364E35" validate="false"/>