Sorry, I forgot to mention app server version (where is an 'Edit' button?):
JBoss 5 CR1
Currently the Ejb3Deployer handles the deployment of persistence units. By default it doesn't scan web archives, so you should change server//deployers/ejb3.deployer/META-INF/ejb3-deployers-beans.xml and set scanWars to true.
Thank you very much.
There is an another issue, but it is probably http://jira.jboss.com/jira/browse/JBAS-5719 (fixed in a trunk AFAIK). I can workaround it for now by first starting an app server, than deploying the app.
Waiting for CR2.