Absolutely, hand's down, the best book produced on Windows programming in .NET. Outstanding.
Windows Development
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A very complete preview of Avalon (now Windows Presentation Foundation).
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An addendum to Petzold's earlier WinForms book that includes the improvements to Windows Forms in .NET 2.0. Note that this is not really a complete book; those picking up WinForms for the first time will need both volumes.
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Petzold tackles WinForms. Very complete treatment of .NET Windows Forms 1.0.
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Ancient (1999!) but still as relevant as ever. The authoritative work on the Windows API.