http://blogs.msdn.com/b/astebner/archive/2007/03/14/mailbag-what-version-of-the-net-framework-is-included-in-what-version-of-the-os.aspx
http://petermarcu.blogspot.in/2010/02/which-version-of-net-is-built-into.html
.NET as integrated OS components (Green: optional, on by default; Red: optional, off by default):
XP SP1 (Media Center & Tablet PC) 1.0 + SP2
XP SP2 (or higher, Media Center & Tablet PC) 1.0 + SP3
W2K3 (x86) 1.1
W2K3 (x64) None
Vista 2.0 & 3.0
Vista SP1 2.0 SP1 & 3.0 SP1
Vista SP2 2.0 SP2 & 3.0 SP2
W2K8 (and SP1) 2.0 SP1 & 3.0 SP1
W2K8 SP2 2.0 SP2 & 3.0 SP2
W2K8 R2 3.5.1 (2.0 SP2 & 3.0 SP2 & 3.5 SP1)
Win7 3.5.1 (2.0 SP2 & 3.0 SP2 & 3.5 SP1)
Win8 4.5 & 3.5 SP1
Not truly integrated OS components:
XP SP1 (Home & Professional) 1.0 + SP2 (on the installation CD)
XP SP2 (SP3, Home & Professional) 1.1 + SP1 (on the installation CD)
W2K3 R2 optional MSI-based 2.0