I installed the last.fm app on my Windows Phone 8X, but it doesn't seem to scrobble unless I'm listening directly within the last.fm app (i.e., listening to last.fm radio). Is there any way to set up scrobbling on Windows Phone?
Yes and no. Yes there are apps in the store (like Metro Scrobbler) that will scrobble your play history after the fact (or while it's running in the background), there is no live scrobbling solution for Windows Phone 8. Personally I think Microsoft should integrate scrobbling into the Music hub, but that's just me.