I just tested Multisampling(4x) resolves when using Multiple Render Targets on a Nokia Lumia 920 under Windows Phone 8(D3D_FEATURE_LEVEL_9_3) and I get all sorts of square tiles on my screen. I used 2 RGBA8 RTs so nothing fancy like RGBA16F. What's up with that ? The feature works flawless on the emulator with software rendering and on an AMD Desktop GPU with D3D_FEATURE_LEVEL_9_3.
UPDATE: Just in case you're thinking I'm weird and asking what I was trying to achieve with this, it's simple, I was trying to get an accessible depth texture. Since you can't bind a texture as depth stencil AND as a resource in 9_3, the only way to resolve depth is to use a secondary render target. So any depth based effects on 9_3 would need this. As a quality improvement I was trying to add multisampling too when this popped.
Hi... Hoping you could provide us with a test app that can demonstrate the problem.
Also can you verify that you haven't bound a single sample depth buffer with a multi-sampled rendered target?