AFAIK Xamarin doesn't support Windows Phone right now, but I'd imagine they'll do so in the future as WP's market share grows; given that Windows Phone already supports .NET, that's a huge chunk of work they'll be able to skip if/when they do decide to add WP support to their products.
They don't need to support Windows Phone because it already runs .NET CLR code. MvvmCross enables you to target iOS, Android, Windows Phone, Windows 8 Metro/Modern, WPF, OSX Mac from a single code base.
Xamarin only needs to fill in the gaps, which are iOS, Mac and Android.
