It seems that the BBC has officially stopped iPlayer download support for older Symbian phones, specifically those running S60 3rd Edition FP1 and FP2, plus S60 5th Edition, with the newest devices affected being the Nokia N97 range. The quote is below. This cessation of support isn't altogether unexpected, since these older phones (N96-excepted) typically have far less capable video playback, and the iPlayer team keep pushing the boundaries in terms of output quality. All this is for UK users only, of course.

(This may have been put in place some time ago, but it's not something we've already covered, so....)

According to the BBC iPlayer support page:

The BBC has retired the BBC iPlayer full programme downloads service on the following phones:

Nokia 5800, E71, N8, N85, N86, N96, N97
Samsung CorbyPro/ Genio Slide (GT-B5310) 
Samsung Monte (GT-S5620)
Samsung Omnia II (i8000) 
Samsung Pixon (M8800) 
Samsung Wave (GT-S8500) 
Sony Ericsson Aino U10i 
Sony Ericsson Satio U1i 
Sony Ericsson W995

The BBC regularly reviews its services to ensure we deliver maximum value for licence fee payers.

Over the last year, we have seen demand for full programme downloads decrease by over 87% on these phones. We have therefore decided that it is no longer cost effective to maintain the downloads service for an ever decreasing number of people. 

We appreciate that this will be an inconvenience for those people who have been using the downloads service and hope that you understand why we have decided to discontinue the service.

The BBC will continue to offer users of these devices the ability to stream programmes.

This last sentence is good to know, so users of older Symbian phones won't be left totally out in the cold.

I'd noticed some time ago that iPlayer-sourced MP4 downloads failed to play properly on older devices like the Nokia X6 and 5800, so this is just official confirmation.

Full programme downloads continue to work on the Symbian^3 range (N8, E7, etc.), even under Nokia Belle OS. Of note is that the BBC still hasn't got round to adding the Nokia 701 and 808 to its licensed device database (to enable DRM downloads) - I've emailed them and am awaiting a response.