We now know why Nikon didn't provide a list of serial numbers with the original Service Advisory for the D5000: they're not going to tell you, at least not directly. The new service advisory page has a link in it that allows you to enter your serial number and see if your D5000 is impacted. For the 30xxxxx serial numbers (official US imports), it appears that tens of thousands of cameras are impacted. I had two dealers who did a serial number check of all models they sold to date, and all were in the affected list. (This, by the way, is one way you know you have a good local dealer: they saw the advisory, went to their database, did the lookup and called anyone who had bought a camera that needed the fix. Now here's the rub: Nikon hasn't actually told the dealers directly about the service advisory as I write this--the dealers found out the same way you did, via other Internet sites. You'd think Nikon might want to pull back the existing inventory and fix it, too, but no, they appear to want a bad customer experience instead.) My own D5000, which was bought the first day of availability in the US, is on the list, as was one a friend bought a week ago.
What happens when you enter an impacted serial number on NikonUSA's site is this: you're presented a form to fill out with your name, shipping address, phone number, and email address. This information is used to generate a UPS shipping label to a temporary repair site in Connecticut (for US users; International subsidiaries use different techniques). You remove your battery and all accessories except for the front body cap from your D5000, pack it into a box (you supply the box and packing materials), put the label you printed into a clear plastic envelope you attach to the box (you can get those envelopes at UPS shipping centers), then drop the package off at a UPS pickup point. Note that since Nikon is using UPS for shipping, you shouldn't use PO Boxes as your address.
Unfortunately, I can see some grief coming. First, some people are going to be tempted to ship their camera back in the original box. DON'T DO THAT. If you do, you won't get your original box back. Nikon doesn't really give you much in the way of directions ("enclose the product in a plastic bag and pack it in a sturdy box with several inches of a quality packing material on all sides"), but it does cover the basics. The camera goes into a plastic bag that you should seal up. This keeps the camera from getting water damage should the package get rained on, dropped in puddles, whatever. I personally use bubble wrap around that, then some additional packing material around that. Also note that once you generate the UPS label, it is only good for 10 days. Don't delay getting the camera sent off once you go through the paperwork phase.
Here's the thing that caused Nikon problems the last time they tried this recall method: the serial number is the only method by which a body is identified. If you mistyped a digit in the Web form, didn't supply a printed copy of the Web form inside the box, or someone was just in a hurry to match up repaired cameras with customers at Nikon's end (imagine what happens if that person is even a bit dyslexic), the system starts to break down. We're talking about what looks to be tens of thousands of units that have been recalled (without an actual list we can only guess based upon entering a number of known serial numbers into the system and seeing what happens, but I'm sure this recall is extensive). Personally, I always tape a business card to cameras I send to Nikon, and all my equipment is also marked using a Brother P-Touch labelmaker. I don't trust the "serial number is the way we identify things" method Nikon uses because, as you might note from a few of the user repair experiences I've reported over the years, that doesn't always seem to work.
Curiously, the program is actually being called a "D5000 Inspection Program." This leads me to believe that Nikon isn't necessarily repairing every camera but instead is looking at a specific part in the camera and only replacing that if it fails a test or has a marking on it that Nikon has determined indicates a failure-prone part. Another curious thing is that the recall isn't a news item on the Nikon Imaging site, nor on many of the subsidiary sites. Even on the NikonUSA site there is no press release on the recall as I write this, and you have to be looking closely to find the service advisory (it comes up as one of the Nikon News Ticker items on the front page, but since that list goes all the way back to early this year, it takes almost a minute for the advisory to come up if you hit the ticker at the wrong point, and it is only up for 4.5 seconds, which makes it easy to miss; who sits on the NikonUSA main page for a minute?). In fairness, the support sites do have the information if you search for product support on a D5000.
But given that the D5000 is a consumer camera and those folks don't tend to be dropping down into the support sites all the time I wonder how many of the D5000 purchasers know there's a recall on their product? And how many of the ones that don't are going to be upset when their camera fails, probably just as they're getting ready to take that once-in-a-lifetime vacation photo? Is that any way to build brand awareness? (See "I'm not the Only One" a bit further down the page for another take on how Nikon's doing in building brand awareness.)