I just received a message from an unsaved number on my iPhone while the screen was locked. It was from a friend, informing me that I should replace his older number with the one the text was from. I left the message on my iPhone in its unread state, opened his contact information in Address Book on my Mac and made the change.
Since I have MobileMe set up to sync my contacts between my Mac, the web, and the iPhone, the contact details were updated on my iPhone (over EDGE) as well. When I pressed the Home button again ten seconds later, the number on the standby screen display was replaced with the name of my friend. And I didn’t even so much as unlock the iPhone during the whole process.