Microsoft Channel9 has recently published 12 sessions on how to develop Windows Phone 7 applications. Sample code is available for demos covered in the sessions. Check them out!

Session 1: Introduction
Session 2: Building a Silverlight Application, Part 1
Session 3: Building a Silverlight Application, Part 2
Session 4: Building Games for the Windows Phone 7 Platform
Session 5: Building XNA Games for the Windows Phone 7 Platform, Part 1
Session 6: Building XNA Games for the Windows Phone 7 Platform, Part 2
Session 7: Advanced Application Development, Part 1
Session 8: Advanced Application Development, Part 2
Session 9: Advanced Application Development, Part 3
Session 10: Marketing Your Windows Phone 7 Application
Session 11: Working with Media
Session 12: Final Silverlight Topics and Wrap-Up