WoW Authenticator is optional, costs $30~40, and intended for serious WoW players in a community with very strong peer support. Banks can do first two but don't have a community of tech savvy users to reduce cost of support manageable.
So Blizzard could but banks couldn't. Will this change? I think so but it'll have to be opt-in and paid for by customers, likely through third-party services first.
As far as peer support, honestly, there's almost no peer support. There is a strong first-line of FAQs and automated systems (regularly ensuring secondary contact information is accurate, well-defined systems for lost authentication devices,etc) and well-trained second-tier tech support.
There are enough third-party auth providers now that would be well able to provide the entire support chain for the banks. In fact, Gemalto has built for this: http://www.gemalto.com/financial/ebanking/
No fancy gadgetry required. Just a sheet of paper gives you all the same security advantages.