Err.exe is a great command-line utility for looking up error codes. It works with multiple sources, so running "err 80040005" will show where the error code exists in windows headers and other commonly used places. I used it frequently to look up COM error codes when working on Windows Vista (and ended up memorizing some common COM error codes as a result).

Here's an example of using Err.exe to look up the possible meanings of COM error code 0x80004005:

C:\>err 80004005
# for hex 0x80004005 / decimal -2147467259 :
  DDERR_GENERIC                                                 ddraw.h
  DIERR_GENERIC                                                 dinput.h
  DPERR_GENERIC                                                 dplay.h
  DPNERR_GENERIC                                                dplay8.h
  DSERR_GENERIC                                                 dsound.h
  DVERR_GENERIC                                                 dvoice.h
  ecError                                                       ec.h
  MAPI_E_CALL_FAILED                                            mapicode.h
  STIERR_GENERIC                                                stierr.h
  E_FAIL                                                        winerror.h
# Unspecified error
# 10 matches found for "80004005"

(MSDN says it's for Exchange error codes but it works for Win32 error codes and many more).