Twitter is becoming increasingly popular. The more users it has, the less available nicknames there are. As for domain names, scarcity leads to the creation of a secondary market: There is now a Sedo-like marketplace called Tweexchange.* The difference is that this website is apparently a non-profit one (it would be a sort of paradox to see it earn money on resales of names, as Twitter is still looking for its business model!).
Tweexchange makes it clear that its service is not exactly compliant with Twitter's TOS: "When exchanging any Twitter names you have seen listed on tweexchange, you accept full and total responsibility to take care of all matters away from the site, with the full comprehension that it is against Twitter's terms of service to ever buy or sell Twitter names" (!)
* seen on TechCrunch