Oracle JavaFX from Java SE supports only OS X (macOS), GNU/Linux and Microsoft Windows. On these platforms, JavaFX applications are typically run on JVM from Java SE or OpenJDK.
There is also a JavaFXPorts project, which is an open-source project sponsored by a third-party. It aims to port JavaFX library to Android and iOS.
On Android, this library can be used like any other Java library; the JVM bytecode is compiled to Dalvik bytecode. It's what people mean by saying that "Android runs Java".
On iOS, situation is a bit more complex, as neither Java SE nor OpenJDK supports Apple mobile devices. Till recently, the only sensible option was to use RoboVM ahead-of-time Java compiler for iOS. Unfortunately, on 15 April 2015, RoboVM project was shut down.
One possible alternative is Intel's Multi-OS Engine. Till recently, it was a proprietary technology, but on 11 August 2016 it was open-sourced. Although it can be possible to compile an iOS JavaFX app using JavaFXPorts' JavaFX implementation, there is no evidence for that so far. As you can see, the situation is dynamically changing, and this answer will be hopefully updated when new information is available.
With Windows Phone it's simple: there is no JavaFX support of any kind.