Check the credit card you bought it with. Most Visa, MasterCard, or American Express cards offer 30-90 days of purchase assurance, which acts like a blanket insurance policy.
Fair warning: if you bought the phone subsidized, they will only payout the figure on the receipt. This shouldn't be a problem so long as you can bring back some iPhone with you for a $200 genius bar swap. Also, most of the time the entire purchase has to be on that card for you to qualify.