The Feb 2010 CTP (18.104.22.168) has resolved this issue. I never looked at whether 22.214.171.124 did.
This one bit me the other day. Doing the usual post-build step for the unit test assembly
Ncover.console.exe nunit-console.exe $(TargetFileName) //reg
left me with no coverage data for my F# and a lot of "Failed to load symbols" messages in the log file for the F# assemblies in nUnit's shadow copy cache.
Turns out that whereas C# assemblies have absolute paths to the .pdb baked in, F# (May CTP) has project-relative paths; so the association was being lost. Short of running the F# code through an ILDASM/ILASM cycle, the quickest fix is to turn off shadowing:
Ncover.console.exe nunit-console.exe $(TargetFileName) /noshadow //reg
and NCover 1.5.8 will give you coverage metrics for F# too.