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The other obvious physical difference is the screen size and capacitive buttons. The Lumia 800 display is 3.7 inches due to the inclusion of the three capacitive touch buttons while the N9 is 3.9 inches.
The same excellent use of glass that wraps to the edges is found on the Lumia 800.
You will find a stereo headset, USB cable, and A/C adapter in the box. A case is also included in the Lumia 800 box.