I know around 20 Scotland pre-orderers of iPhone 4, all the same - Ordered as soon as site went live, all confirmed for 24th delivery and ALL still 'Not yet Shipped'
I'm not 100% concerned yet, but just has me itching my head a bit.
We know that nobody in the UK (or Europe I think) has progressed beyond "not yet shipped". What we don't know is where they will be shipping from. The assumption is China but the longer this goes on the more likely they are already in Europe.