Mac Rumors posted a story that Apple has developed prototypes of the MacBook Pro with integrated 3G data, as evidenced by this eBay sale showing a never-released MacBook Pro prototype.
This particular machine dates back to 2007 and is a 15" MacBook Pro Santa Rosa laptop with a 3G antenna, 3G hardware and SIM card slot built in. The machine was purchased "for parts" from Craigslist by the seller who describes the unit: Upon removing the top case it was immediately clear this was no normal Macbook Pro: the circuit boards inside were bright red as opposed to the normal blue! Further inspection found multiple differences from the stock version, most notably a feature never seen in a Macbook laptop of any kind: what appears to be a fully integrated cellular modem and SIM slot.Photos of a Prototype MacBook Pro with Integrated 3G Cellular Modem