The Java Agent can handle ColdFusion applications that target the JVM. A ColdFusion application, once compiled to Java class files, is not that different from the typical Java app. The agent can identify business transactions, exit points, and so on.
CfmServlet is detected as entry point on the JRun Server, out of the box. Agent also has support for mapping ColdfFusion UDF's (User defined Functions) in callgraphs.