If you are using a mask on a text box for a phone number and you want to keep the format after lost focus you will need to set the initial value to the mask to get the validation to work.
modification of asp.net/ajax sample
asp:TextBox ID="TextBox2" runat="server" Width="130px" Height="16px" ValidationGroup="MKE" /> ajaxToolkit:MaskedEditExtender ID="MaskedEditExtender2" runat="server" TargetControlID="TextBox2" Mask="999-999-9999" MessageValidatorTip="true" OnFocusCssClass="MaskedEditFocus" OnInvalidCssClass="MaskedEditError" MaskType="None" InputDirection="RightToLeft" AcceptNegative="Left" DisplayMoney="Left" ErrorTooltipEnabled="True" /> ajaxToolkit:MaskedEditValidator ID="MaskedEditValidator2" runat="server" ControlExtender="MaskedEditExtender2" ControlToValidate="TextBox2" IsValidEmpty="False" InitialValue="___-___-____" MaximumValue="12000" EmptyValueMessage="Number is required" InvalidValueMessage="Number is invalid" MaximumValueMessage="Number > 12000" MinimumValueMessage="Number < -100" MinimumValue="-100" Display="Dynamic" TooltipMessage="Input a number from -100 to 12000" EmptyValueBlurredText="*" InvalidValueBlurredMessage="*" MaximumValueBlurredMessage="*" MinimumValueBlurredText="*" ValidationGroup="MKE" />