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No, they do not. (Source: the guys at the Apple Store here in Charlotte.) Click Wheel and Hold switch protection is included.
 
lol Great

Who cares about the hold switch i just dont want a big fat scratch on my new nano screen!!!!!!!!!!!

Spose il have to wait a month for 3rd party case
 
Since the screen is probably the one part you don't want to scratch, the tubes seem a bit pointless. I'll stick with iPod socks for now.
 
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