If you email the mobi files to your iPhone/iPod, then your documents will be in the Amazon cloud and you should be able to sync the bookmarks, last page read, etc. Each of your devices has an @kindle.com address associated with them, check on your Manage Your Kindle page of your Amazon account under Manage Your Devices. Email the books to the @free.kindle.com version of one of the devices and the books will download to your iPhone using wifi. To send to another device you can use the Personal Documents library on your Amazon account and select the other devices to deliver directly from the cloud.
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