I was using Boot2Docker 1.2 (OSX) and wanted to use volume for MongoDB. First nothing was happening because 1.2 has no Guest Additions and volumes don't work. There is a workaround by making a boot2docker.iso from master which has Guest Additions.
But then Mongo didn't like putting data on VirtualBox's shared folders:
[initandlisten] WARNING: This file system is not supported. For further information see:
[initandlisten] http://dochub.mongodb.org/core/unsupported-filesystems