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They come with 2.1.1. All it does it solve a rare issue the 2G had with iTunes. It's not needed for the 1G.
 
My 2g came with 2.1.1. Apple support tells me the 2g should have come with 2.0.

Before I knew better, I purchased the iphone 2.1 update for ipod. Now I'm trying to get a refund. Apple support tells me I got what I ordered since I have 2.1.1. They're still looking into the issue, but it doesn't look promising for me to get a refund or credit.

Finally, after lot's of time working with Apple support, I'm getting a refund.
 
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