Is there source control for .NET and iPhone development?
Subversion has client integration available on both Visual Studio and Xcode.
XCode - http://developer.apple.com/tools/subversionxcode.html
AnkhSVN (plugin for VS) - http://ankhsvn.open.collab.net/
You might also want to consider Git - more command line required, but it's also cross platform.
Honestly, I would take the approach of leaving the version control integration from the IDE. As some commenters have already pointed out, there are SVN clients that don't integrate but work wonderfully.
TortoiseSVN - http://tortoisesvn.tigris.org/ is just awesome Explorer level integration for Windows. I know they work with the Git client too.
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Git is good because it doesn't require a server. And you can push it to the "master" on the remote drive, or to a hosting solution like github, etc.
GitX is a great frontend on OSX. I'm sure there is integration in XCode, but I use mostly Komodo on OSX, so I need something separate.
GitExtensions works pretty decently for me integrating into VS2008.
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Xcode supports Subversion, CVS and Perforce. I haven't used Perforce, but I can tell you that CVS support is terrible. Subversion's support is very good, but it doesn't have enough features to make it great for anything other than everyday use. So get ready to create more complex stuff (like merging branches) from the command line.
The bonus is that every Mac has a built-in SVN server, so it makes it even more attractive.
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