The Unwired has a good summary of the two Windows Phone applications covering the Sochi winter Olympics. I had already downloaded them yesterday and must admit I was quite impressed with the attention to details. The apps are clean and responsive – of course, I reserve the right to change this opinion when the event actually starts and I want to see actual results and to be notified when events are on.
I just took a quick look on the Windows Store but alas there are no official applications there. There are a couple of third party applications but no official ones.