Form refuses to close
If a form A contains control B that contains control C that contains control D, and D is removed while it has the focus, the user won't be able to close the form. Details.

Windows.Identity doesn't work under Windows 98
On Windows 98, You cannot use the Windows.Identity to retrieve the user login name, it returns a system level token and a null user name is returned when you access the .Name Property. Details.

C# optimizer produces bad code when a try-finally block is inside if-else
If a try-finally block is the last thing inside the if block of an if-else statement, the code inside the else block is always executed when compiling in Release mode. Details.

Structs within structs cannot be deserialized
If you have a struct A inside struct B, and If a struct A is inside struct B which is inside object C, deserializing is going to throw a SerializationException.  Details.

Problems removing an ActiveX control from its parent
If an ActiveX control is removed from its parent, any action that makes the parent invisible, such as closing the form on which it is on, throws an exception.  Details.

Font.GdiCharSet hardcoded to 1
The property GdiCharSet of the font class is hard-coded to 1.  Details.

.NET Runtime leaks large chunks of memory
If you allocate a block of memory larger than some treshold, the .NET garbage collector will never reclaim it. Details.

Instances of NumericUpDown and DomainUpDown are leaked
It seems that the NumericUpDown and DomainUpDown controls forget to remove a listener to a global event, thus always staying locked in memory. Details.

SoapFormatter chokes on some strings
It seems SoapFormatter cannot handle strings that contain characters in the range 0x01 - 0x1f. Details.

Update 
SOAP being XML based can't handle many characters in the 0x00 - 0x1f range because they are illegeal in the XML spec.

No

Not a bug

FileStream becomes unusable when writing to a removable drive
When writing to a FileStream on a removable drive, and the FileStream gets out of space, it sometimes gets in a state where no other method can be called on the stream, not even Dispose. Details.

Mixed-mode assemblies can deadlock
C++ .NET apps can deadlock on startup. Details.

ComboBox Data Binding Bug
ComboBox doesn't update the data through data binding when its style is set to DropDownList. Details.

Each Windows Form leaks two GDI handles
Details.

Alocation fails for certain sizes
If you try to allocate an array with a size range between 0x027fefbd and 0x027fffec, the framework throws exceptions. This range corresponds to memory block of little under 40MB. Details.

No way to access Environment.HasShutDownStarted
This property is not static even though it should be.

Thread.Abort cannot abort suspended threads
If a thread is suspended, trying to abort will not work and the CPU will be pegged to 100 percent. Details.

Control.Width and Height are silently truncated to 32,767
If you attempt to set a control's Width or Height property to a number larger than 32,767 it will be truncated. Details.

ListView.Cursor set property has no effect.
Details.

RegistryKey.SetValue does not store large integers as DWORD
Call RegistryKey.SetValue with an integer over 2,147,483,647 will result in the value being stored as string, and not as a DWORD. Details.