If your iPhone is jailbroken, you can add any book that is in Mobipocket's PRC format to Kindle.app.
The file needs to be placed in Kindle's eBooks folder, which is found in /var » mobile » Applications » random_hash_number » Documents » eBooks. You'll have to find out what your Kindle.app's hash is by comparing it to the date you installed the application.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20090306160800380