Stuck - black screen and continuous vibrator

Can try to restore it via iTunes and see if it fixes it.
If not, then since it is a new phone, take it in, sounds like hardware issue if restore doesn't fix it. Should be covered for replacement.

Try to put into DFU mode
http://www.google.com/search?source=ig&hl=en&rlz=&=&q=dfuiphone&aq=0&aqi=g10&aql=&oq=dfui&gs_rfai=C4PXt5Ul1TI6OMJHCNqmy-dYPAAAAqgQFT9Bp7s4

If you cannot, then make appointment at store for replacement.

Same issue:
http://discussions.apple.com/thread.jspa?threadID=2502177&tstart=0&start=30


Are you able to still recharge your phone or does it just vibrate every time you plug it in?

Weirdest thing. My phone was sitting on a table and it started to vibrate. I assumed a call was coming in, but when I went to it the screen was black. It continued to vibrate for over 10 minutes. I couldn't turn it on, or off. Eventually after several attempts at holding the power and home screen buttons together, the vibrating stopped and the apple symbol popped up. After another minute or so, the unlock screen came up and it has been running fine since. I have NO idea what happened, I just hope it is not the first sign that something is going wrong.

Mines did it today.. The phone started vibrating with black screen and wouldn't stop till I pressed the home and lock button till the apple logo came on and restarted itself.. its fine now but I was receiving a call.. They called me right after. First time this happens to me.

My iPhone 4 just did this too. I'd recently restarted it perhaps 30 minutes earlier. Then with no warning, black non-responsive screen and vibrating non-stop. I couldn't get it rebooted (holding power & home) no matter how many times or how long I tried. Then I remembered how proud the Genius Bar guy was about how easy the battery was to replace. Hmmm methinks... So, tiny screwdriver in hand, I pop the back panel and the one screw for the battery connector and I popped the battery connector off. All was quiet and good. I plugged it back in and all is back to normal. I think it's some wanky S/W or iOS bug, but a full power off reset seems to have solved my problem (for now at least--fingers crossed).

I had this issue in the first month I had the phone... I got mine day 1. I was in the car and it started vibrating and wouldn't stop... nothing but a black screen... I tried the hard reboot but nothing... finally I tried plugging it in and when that failed, I held the top button down by pressing the phone against my knee and held the home button with my thumb... with my other hand I plugged and unplugged the power cable... after doing that twice the phone rebooted. it's never done that since. wonky for sure.

This happened to me a couple of weeks ago and from 75% battery it took around 4 hours until it finally ran out of juice.

The only plus is It hasn't happened since.... Yet!

At the time I tried everything.
Remove/replace SIM
Hold Home and Off button
I held the reset buttons for nearly 5 minutes until my fingers were numb.
I plugged it into iTunes 10.1, it didn't show
I held reset keys while plugged into iTunes
I even tried combinations of other buttons... Just coz the buzzing was ******* me off.
Plugged it into The Firmware Umbrella hoping I could boot it from there.

I nearly resorted to unscrewing the case and pulling the power wire.

What a pain in the *** Apple is to not have a removable/replaceable battery.
Apple are A$$ Clowns, If you need proof just try picking your own SMSTone.

My iPhone4 is 4.01 32GB, MC605X, Modem Firmware 1.59.00, Jailbroken but not unlocked as I purchased all of them outright.

This has never happened on my iPhone2G(Picked Up in HongKong), iPhone3GS, or other iPhone4 or iPad

Too bad if it was an emergency.