Thanks for the responses guys.
FWIW I did ask the inspector and he said that he wouldn't allow it. He couldn't explain what part of the OESC prohibited it, but said that he thought that it was against building code. I never knew the electrical inspectors enforced building code, but he's a new inspector and this will be the first job of mine that he will be inspecting. I'd rather not start off our working relationship by having a pissing contest and this isn't a big deal so I'll just drop it.
As I said, I did ask a furnace guy and he didn't see any problems with doing it and didn't believe that there were any restrictions in the building code. In fact his response to me was: "You guys (electricians) run your wires through the cold air returns all of the time, so what's the difference?"
I was just curious to know if anybody else saw this as acceptable, or if I was spending too much time in the vicinity of plumbers glueing pipes together.
Thanks again... Bruce