I've seen interesting blog posts on this topic at Eye on DNA where there is a discussion of how we might be able to establish paternity if one of two identical twins could be the father and John Hawks who discusses the implications for heritability and disease studies.
I'm taking a quick look at the paper now, wondering if anyone has ever found SNP differences between identical twins, don't see anything about that, but it looks like they don't find any differences in their study:
The ten NTR MZ twins were genotyped on the SNP beadchip containing more than 300,000 SNPs, and genotypes were concordant for all SNPs.and this is interesting, regarding the relative amount of variation due to CNVs compared to SNPs:
In one comprehensive recentstudy,14 it has been suggested that the total amount of sequence variation involving CNVs between two normal subjects is actually higher than that for single-nucleotide polymorphisms(SNPs).Phenotypically Concordant and Discordant Monozygotic Twins Display Different DNA Copy-Number-Variation Profiles
Carl E.G. Bruder, et al.
The American Journal of Human Genetics, Volume 82, Issue 3, 763-771, 3 March 2008
Abstract: The exploration of copy-number variation (CNV), notably of somatic cells, is an understudied aspect of genome biology. Any differences in the genetic makeup between twins derived from the same zygote represent an irrefutable example of somatic mosaicism. We studied 19 pairs of monozygotic twins with either concordant or discordant phenotype by using two platforms for genome-wide CNV analyses and showed that CNVs exist within pairs in both groups. These findings have an impact on our views of genotypic and phenotypic diversity in monozygotic twins and suggest that CNV analysis in phenotypically discordant monozygotic twins may provide a powerful tool for identifying disease-predisposition loci. Our results also imply that caution should be exercised when interpreting disease causality of de novo CNVs found in patients based on analysis of a single tissue in routine disease-related DNA diagnostics.