Technically you can write code in a .NET language and use the Mono Framework (http://www.mono-project.com/) to run it on the iPhone. I haven't ever seen someone do this from scratch, but the folks that write the Unity Game Development platform (http://unity3d.com/) use it to make their games iPhone-compatible. The game itself is written in .NET, and then they provide an iPhone shell with the Mono frameworks that allows everything to run on the iPhone. I don't know whether they've contributed all of their modifications to Mono back to the open-source repository, but if you're serious about writing iPhone apps outside the Mac environment, it might be possible.
That said, I think you could dump weeks into getting that to work, and it might be best to invest in a Mac instead :-)