In a recent project I was required to alter my web application to make it more compatible with small devices (such as PDAs and cellphones). I attempted to add a mobile web form and found that no such template was available.
After a bit of searching I found out that Visual Studio 2005 SP1 removed this capability for web application projects (it was last present in Visual Studio 2003). Thankfully the Visual Studio Web Tools group posted the templates here as an optional download.