Not covered in the general CLDC and MIDP API. Check the manufacturer's developer area, they may have a proprietary API that allows this.
Any solution would certainly be manufacturer dependent, and may also be model dependent. A proprietary API is by its very nature supported only on certain models.
The IMEI should be available on most devices under special system property.
However this property is accessible only for signed applications.
So you can't get the information if your application is not running in trusted domain.