Curiously, the iPhone and iPod touch are missing the ↩ glyph ((If you see a box it’s still missing)). I’m sure it’s missing because Apple never thought anyone would use it, but it’s being used as a footnote return character by John Gruber, Allen Pike and mx, among thousands ((ten thousands?)) more.
Apple does respond to feedback, so it’s worth asking. If you’ve got an iPod touch, file feedback here. If you’ve got an iPhone, the feedback site is here.