I just had a little fun playing around with SOS today...  Here is a bit of mail from a dev on the CLR debugger team that makes this magic happen.

If you are running V1.1 then you can use the SOS.dll that is in the Framework\v1.1.4322 folder under a Native Debugger or using VS.Net 2003 in Native or Mixed mode.
You can type .load sos.dll in the Intermediate window of VS.NET and then type !syncblk.
Here is some more information on !syncblk

n       !SyncBlk
n       Command that shows the list of SyncBlocks , the corresponding owning thread and the object that the SyncBlock corresponds to
n       Example

0:004> !SyncBlk
Index SyncBlock MonitorHeld Recursion   Thread  ThreadID     Object Waiting
158   00179f74            3             1           17ef90      c00   4      00cfd4e8  System.String
159   00179fa0            3             1            184d88     cfc   3      00cfd4c0 System.String


Notice I am having a little trouble getting this to work on my little VB app I am writting, but works like a charm in C#.