It turns out there is a new nifty trick for the Nokia N810 as well as the N800. It comes from Kate Alhola who is Nokia's chief Maemo engineer in a blog entry. The N810 supports USB-OTG which lets you make the N810 into a usb host which lets you use other USB peripherals.
For example, you can hook up your USB thumb drive as well as other devices such as digital cameras, memory card readers, and external hard disks. It's a bit of a challenge to get it working, but it is incredibly useful for people able to pull it off.