I recently complained about the lack of a Windows Phone client on their Facebook page, and their response was "The service you've requested is currently not on our roadmap".
I had asked the founder about a Windows Phone client a couple of weeks ago and at the time he had said a WP client was 'very likely'. Not sure which is more recent, but I would also like to see an Authy client for Windows Phone.
https://news.ycombinator.com/item?id=9100644