In the past, it was said that Microsoft never used a line of managed code in their products.
Yep, Windows and Office may not contain managed code, but after reading this old post, I know at least MS uses managed code somewhere.
http://aspadvice.com/blogs/ssmith/archive/2006/03/16/Does-Microsoft-Buy-In-To-DotNET.aspx
And if we expand the scope, some MS Research projects are purely .NET, such as Windows Live Writer, GLEE, and Pex.