I am filing my 2009 tax returns and trying to understand whether I can claim a Capital Loss on my 1040 NR form. As an individual non-resident (due to having F-1 status for most of the year, H-1B for only 90 days), am I allowed to claim up to the $3000 tax deduction for capital losses from selling US stocks?

Thanks in advance for your help.

Yes, you ARE permitted to claim capital losses on stock sales by using Schedule D with Form 1040NR.