Ads in mobile apps have a higher level of recall than ads on the mobile web

"Kantar Media's Compete, today released research showing that smartphone users have better recall of in-app ads than ads they view while browsing the web using their mobile browser. The findings, part of Compete's Q1 2011 Smartphone Intelligence survey, show that 52 percent of all smartphone owners recall ads they encounter in mobile apps. That number drops to 40 percent when asked about ads encountered while surfing the mobile web. And the disparity is even greater among iPhone users, with 65 percent recalling in-app ads and only 33 percent recalling mobile browser ads.
Overall, considering both in-app and mobile browser ads, Android users have the highest mobile advertising recall, with 55 percent reporting they've seen some form of mobile advertising. For iPhone users, that number drops slightly to 51 percent. Only 22 percent of BlackBerry owners recall some form of mobile device advertising.
Recall of text messaging/SMS ads is lower still among smartphone users. Just over one quarter (27 percent) of iPhone and Android users recall receiving a text message/SMS ad.
In addition to trends in mobile advertising recall, Compete's research reports that the most downloaded app categories are games (55 percent), weather (44 percent), social networking (39 percent), entertainment (38 percent) and maps/navigation (36 percent). Notably, social networking apps, which were #5 in the Q1 2010 survey, have now climbed to #3."

Source:  Press release from Compete, 16th June 2011

Note - while it doesn't explicitly say so, I believe the research was just conducted in the US