Download the samples from here. If you add the JSONP* classes to your App_Code folder you may wonder what assembly to add in web.config for JsonpBindingExtension:
<extensions>
<bindingElementExtensions>
<add name="jsonpMessageEncoding" type="Microsoft.Ajax.Samples.JsonpBindingExtension, !??!?!"/>
</bindingElementExtensions>
</extensions>
Well, just add App_Code and it will work.