In mid January the first release of the .NET Framework 3.5 reference sources occurred. In mid February there was a minor update because Vista SP1 and Windows Server 2008 come with a slightly later build of the framework. Also in February Kerem Kusmezer and John Robbins released the NetMassDownloader to allow the pre-downloading of all the reference sources you need in one hit.
As John Robbins mused in his Random Thoughts on SP1 the other day the source indexed symbols and reference source for SP1 were strangely missing. Well, it just takes those guys over at the Reference Source Code Center a few extra days to catch up! As Steve Wilssens just announced over on their team blog, it's (mostly) now available. There are some extra assemblies(1) covered and WPF is still in the pipeline but debugging into the source certainly works from VS. I've not tried the NetMassDownloader as yet to see if that now works too. But I'm sure it will :-)
Note (1): the extras are:System.Web.Routing.dllSystem.ComponentModel.DataAnnotations.dllSystem.Web.Abstractions.dllSystem.Web.DynamicData.Design.dllSystem.Web.DynamicData.dllSystem.Web.Extensions.Design.dll