Here are the AdventureWorks Samples for SQL 2005 and 2008 .

Here is a good pointer to the AdventureWorks Sample Databases overview for SQL 2005.

 

I also found that there is a SqlRun_Tools.msi file under the setup disk  ..\Tools\Setup that willl help with the sample db install as well.

There are also .sql scripts you can run to manually install under \90\Tools\Samples