Most of the major gaming consoles do not have public development kits, and forbid sharing much information about the underlying SDKs. They do tend to trail a few years behind other platforms for cost and stability reasons. If you have development kits for these consoles or the resources to get them, you should be able to contact your licensor for details on C++0x support.
So I can't answer for any of the major gaming consoles, but perhaps more important for independent development, the iOS toolchain does not. Xcode is still based on GCC 4.2, and they're moving forward by switching to Clang/LLVM, not newer versions of GCC. Clang keeps a feature matrix for C++0x support, and it's not nearly as complete as GCC's. Picking some major features, variadic templates, auto, and rvalue references are present, but constexpr, defaulted/deleted methods, and lambdas are not.