It looks like the Lumia 710, not the Lumia 800, will be the first US Nokia Windows Phone — it showed up on Nokia's USA site a few days ago, and now it's hit the FCC. A check of the FCC documents reveals this phone will offer pentaband 3G compatibility, making it a fit on either AT&T or T-Mobile's networks. However, many of Nokia's recent smartphones have been similarly equipped and have only been available to US customers unlocked and unsubsidized — and since the Lumia 710 doesn't have a US carrier yet, we wouldn't read too much into this.
Adding to the mystery, Nokia's US website doesn't list T-Mobile's 1700Mhz band in the Lumia 710's specs, though it's highly likely Nokia just copied over the specs page it uses for other countries. We'll see what happens — Nokia's promised a "portfolio" of devices when it finally brings its Windows Phone line to the US in early 2012, so anything's possible.