Can we write 3rd-party app to capture SMS or a incoming call on Windows phone 8?
There is Windows.Phone.Networking.NetworkOperators.SmsInterceptor class, but there is a note next to it "This API is not intended to be used directly from your code." so I'm not sure if we can actually use it or not?
Following up on previous answers, those APIs are currently kept to trusted partners only (Mobile operators, OEMs, well-known brand names, etc). There just weren't enough developers asking for it to be included in WP8.
If you feel like you have a legitimate usecase to intercept incoming communication, please share it on the windows phone developer uservoice suggestion for this topic.
Can we write 3rd-part app to capture SMS or a incoming call on Windows phone 8?
No.