USAJOBS already has the option of sending you an eMail when your application status changes. It will also eMail you to tell you when a job you have applied to has closed, and when your supplemental documents have been viewed. We are adding the ability for it to send you an eMail when one of your "saved jobs" is about to close as well.
An iPhone app is in the works too. I'll post some information here when it becomes available.