Modders over XDA Developers have now successfully figured out how to get the Lumia devices into unlocked bootloader mode and they have also released first Custom ROM for Lumia 800 and Lumia 710 Windows Phone.
“biktor_gj on XDA Developers noticed that some Nokia Lumia 800 / 710 were appearing as a Qualcomm storage device when they are connected in bootloader mode on a Linux machine. Which is still unlocked and allows full read/write access to the NAND. That means you can actually write data to the device, allowing custom ROMs and more.
The released Custom ROM is based on the latest firmware 12070 (RM819_059P453_1600.2487.8107.12070_002 for 800) and integrates the Interop Unlock. This Custom ROM is currently only be flashed on Lumia devices with unlocked bootloader (available only in the first official firmware). If you have updated your phone with the Zune the loader will have been overwritten with the official version. XDA community is now working to make the ROM available on all Lumia, trying to open each version of the bootloader on Lumia 800 and 710.
This Custom ROM allows users to run home brew applications, which can tweak numerous settings normally unavailable on Windows Phone, and enable new features such as taking screenshots.