I think the only way to do it would be if you add them to your Amazon Kindle account, if they let you, so they sync that way. Otherwise, you gave to use iTunes.
With the latest (Dec. 21, 2011) Kindle Apps for iPhone and iPad you can put documents in your Kindle App 2 ways:
E-mail them to your "kindle". Look in the settings and you now have a kindle address, probably something like yourname at freee.kindle.com and if you configure it at amazon (you have to tell it what addresses are allowed to send you content) you can then send MOBI and PDFs to the Kindle App.
Copy them in iTunes. Click on your iDevice, choose APPs and scroll down. At the bottom of the page is a list of Apps and you can add and delete MOBI files there (I'm sure it accepts more, but that's all I've tried.