This is a simple task on iPhone as it hijacks Google Map URLs automatically. Android you use the geo protocol, Blackberry has a bit of JS. How can you do this on WP7? From what I can tell it is not possible but hopefully someone out there knows more than me! To be clear I am talking about opening the native map app from the browser, not another app.
I've documented my findings here:
http://www.habaneros.com/blog/posts/Opening_native_map_apps_from_the_mobile_browser.aspx