I'm looking for a password manager working on Windows, Mac OS X and iPhone.
The password would be stock in the cloud so if I had a password into my iPhone it would automatically sync my PC and my Mac and vice versa.
This is an up-and-coming feature of the excellent 1Password. While the app is currently in Beta for Windows, there are clients for Mac, iPhone and iPad already. And, once the Dropbox synchronization (via the Dropbox API) is complete and available via the App Store, you'll get your wish (as will I and many others as well).
I don't like to recommend apps based on features they don't yet have, so I'd wait for the Dropbox sync to be finalized if the 'cloud' aspect is essential to your needs.