New Mac systems support the ability to boot to Apple's Internet recovery service that provides Lion users with an option to reinstall OS X over the Internet, instead of using a local boot disk to reinstall OS X.
In a new round of EFI updates released yesterday, Apple appears to be filling out support for this feature in all of its 2010 models, now bringing this feature to the MacBook Air, iMac, and other MacBook Pro systems besides the 13-inch model that was the only updated one in the previous release.
Unfortunately so far systems from prior years have not seen updates that enable this feature, so even though they may run Lion it is likely safe to assume they will not be updated to include the Internet recovery feature.
The updates should be available via Software Update for the respective systems, but can also be downloaded from the Apple support Web site at the following locations.
MacBook Air EFI Firmware Update 2.3 (2.98MB)
iMac EFI Update 1.8 (3.02MB)
MacBook Pro EFI Firmware Update 2.6 (3.18MB)
The prior version of the MacBook Pro EFI update (version 2.5) was specifically for the 13-inch model; however, even though the latest version (2.6) does not specify which models it supports, it does say it is for the 2010 models (plural), suggesting it applies to all of them.
The last point to note about these updates is the one for the MacBook Air where an inadvertent press of the power button after waking from deep sleep could cause it to restart.
The updates require OS X Lion 10.7.3 or later to install, and will require you to restart your system. When you download and run the installer, you will be given instructions for how to install the update. Be sure your system is plugged into a reliable power source and follow the instructions provided to you by the installer. It is not uncommon for EFI updates to take a while to install, and sometimes result in the system automatically rebooting a few times during the install process.