I just finished authoring PocketMaps, a .NET CF 2.0 based application for Windows Mobile 5.0 based Pocket PC devices that does address mapping on the device using the Yahoo! Map Image API. You can enter the address as free text, or with city/state/zipcode details or as latitude/longitude combination and PocketMaps will map it for you. Particularly useful when you are on the move and want to know the location of an address. It also lets you save the map image that you can send via email/bluetooth, etc.
Below are some screenshots of the application:
PocketMaps in the Programs Folder
An address mapped by PocketMaps
Support for zooming in/out on the map.
It's free for download and use - download it from http://www.wintoolzone.com/ListDotNET.aspx?Listtype=1.