Apple has released EFI firmware updates for various Macs. You can obtain them via the Software Updates component of the Mac OS X Systems Preferences app.
MacBook Air EFI Firmware Update 2.3 enables Lion Recovery from an Internet connection on late 2011 MacBook Air models. It also addresses an issue where the system could restart if the power button is pressed immediately after waking from deep sleep.
iMac EFI Update 1.8 enables Lion Recovery from an Internet connection on mid-2010 iMac models. MacBook Pro EFI Firmware Update 2.6 enables Lion Recovery from an Internet connection on MacBook Pro (early 2010) models.