Some people have tried making a VNC Server for Android, for example this one: http://code.google.com/p/android-vnc/
But, I've never seen a reliable or working version on the Market. It's a shame, because this kind of thing would be cool, even if it's a major security hole.
I would also imagine the phone would have to be rooted, because incoming connections are (or at least they appeared to be when I last played with this kind of thing) blocked by default.