Are you using that in MS Access ACE? Case is not available, use IIF(argument, true value, false value)
SELECT [H1 Last Name] & ", " & [H1 First Name] as [Full Name],[H1 E-Mail],
IIF ( [H1 Cell Phone] IS NULL, [Home Phone], [H1 Cell Phone] ) AS Phone
FROM NameLookup
Access SQL Functions: http://www.techonthenet.com/access/functions/