I've not tried it myself since I only read ebooks on my iPhone but I think I read somewhere that iBooks will sync your bookmarks and last page read.
I remember checking into the option in the Kindle world but found that the only books that actually get synced are the ones you buy through Amazon. You can not add books to your library, even sending them via email, and have them sync. They will be on each device you send them to but if you didn't buy them from Amazon, you are out of luck on the syncing.
If you do anything in the Android world, I have heard that Aldiko will sync books.