With the new transport (TCP) added in SL4, and a few people started asking how to serve the cross-domain policy file if the TCP service is self-hosted (like the same issue for cross-domain calls to self-hosted HTTP services). I published a new post to address this issue, again just using the web programming model capabilities of WCF (NetFX 3.5). The post is at http://blogs.msdn.com/b/carlosfigueira/archive/2010/07/25/enabling-cross-domain-calls-for-sl-apps-on-self-hosted-tcp-services.aspx.

Carlos Figueira
WCF Team