Microsoft as made the .NET framework source code available. The interesting part is that you can configure Visual Studio 2008 to support stepping into the .NET Framework’s code automatically while debugging.

Instructions on how to setup Visual Studio 2008 are available from Shawn Burk’s blog here:
Configuring Visual Studio to Debug .NET Framework Source Code

If you do not have Visual Studio 2008 or you just want to download the code for viewing… well, you will need to wait:

from Shawn’s blog post:

10) Can I just download all of the code at once?
Not currently, but we are currently working on enabling this functionality in the future.

14) Can I point a web browser at the symbols URL and download the symbols directly?
No, you’ll get an HTTP 400 (Bad Request) response.