Definition: Create Your First Application for Mobile Devices
Developing Apps for Different Mobile Systems
FAQ on Designing Multi-Platform Mobile Applications
How to Start with Mobile Game Programming
Mobile applications or mobile apps are applications developed for small handheld devices, such as mobile phones, smartphones, PDAs and so on. Mobile apps can come preloaded on the handheld device as well as can be downloaded by users from app stores or the Internet.
You can find mobile apps on both feature phones and smartphones. The most popular smartphone platforms that support mobile apps are Windows Mobile, Android, Symbian, Java ME and Palm.
More at Wikipedia.
Examples:
Games, music and IM apps are the best examples of mobile applications. They are also the most popular.

