I knew that Microsoft were making it possible to Step Into .NET source code when you are debugging (if you configured Visual Studio to use the correct symbol and source server), but I didn't know that you can download the entire source by itself as well.

They currently have various bits of .NET 3.5, ASP.NET MVC and WCF. Hopefully more will follow.

More details are on the Reference Source Code Center Team Blog, and there's a forum too.