Interesting: the iPhone stores the location of all cellular towers that it connects to, which therefore approximates your location whenever you have it with you (and it has service).
And you can generate a pretty map with iPhone Tracker, an open-source app to read the data from your most recent unencrypted1 iPhone backup.
(Link via MetaFilter)
You should encrypt your backups, if not for security reasons, for a big convenience gain: encrypted backups will include your email and Mobile Me passwords so you never need to re-enter them after a restore. ↩