Forums seem to be a hot topic on the Orchard discussion boards so I thought why not take a crack at it?
So what have I implemented so far? Well….
1. Creation of a Forum.
2. Creation of a Thread.
3. Reply to a Thread – i.e. creation of a Post
4. Reply to a Post – i.e. threaded posts.
5. Basic security
So here are some screenies of what I have working… this is early days and comments and feedback most definitely wanted 
1. Create Forum
Clicking on ‘Forum’ With bring you to a create Forum page – Here you can specify a Title, Body (description of forum) and everything else… You could compare this to setting up a blog
2. Create Thread
Now lets create a Thread
Navigate to your Forum (I clicked ‘show on main menu’ to make my life a little easier on the previous step)
Fill out your stuff for your Thread..
I asked a simple question ‘Who' own’s the moon?’
On the main forum page… you can now see the thread appear
If you navigate to http://localhost:30320/OrchardLocal/forums then you will be able to see a list of all forums with Thread and Post counts updated..
3. Reply to a Thread
Now lets reply to this, ‘Click the reply button’
Fill out an answer… and click ‘Save’
As you can see this is now attached to the Thread.
Summary
So I know this is just basic functionality but its a start… To code is located on Codeplex here. http://orchardforums.codeplex.com/ Download and have a play
Nick