Last week I have been started to read about full duplex wcf and his implementation in silverlight applications.I have read tons of articles on MSDN and tons of blog and forum posts.
Recently I have found solution for chat application on this blog http://silverbling.blogspot.com/2009/01/using-pollingduplexhttpbinding-for.html
so I have little modified that application but it is basically same application.This application is based on this blog post of Dan Wahlin :
http://weblogs.asp.net/dwahlin/archive/2008/06/16/pushing-data-to-a-silverlight-client-with-wcf-duplex-service-part-i.aspx
Everything that you need to know about building wcf full duplex application for silverlight you can find on msdn :
http://msdn.microsoft.com/en-us/library/cc645027(VS.95).aspx
and for accessing wcf duplex from silverlight client:
http://msdn.microsoft.com/en-us/library/cc645028(VS.95).aspx
This application is also based on same articles above.This is simple chat application that has no chat rooms.Same concept you can use for developing multiplayer online silverlight games.
If you want to modify this application to add rooms you can look some useful pattern for that List-Based Publish-Subscribe :
http://msdn.microsoft.com/en-us/library/ms752254.aspx
What I have get when I have finished project looks like this :
Only thing that you need to do to make this project work for you is to change url of your wcf web service in page.xaml.cs .
this.pusher = new PushDataReceiver(
this.processor,
"http://localhost.:5433/SilverlightChatDuplexService.svc",
"Silverlight/ISilverlightChatDuplexService/InitiateDuplex", // The Wcf function or action.
"");