Well, there was that rootkit that intercepted a kernel call a month or two ago. That said, it was not an issue on x64 platforms and as MS have already dropped dev on 32bit server OSs, looks like they're going the right way to get away from that sort of thing.

Windows 2008 is pretty much a hypervisor anyway with one 'guest' OS (itself). Installing the HyperV role only really virtualises the hardware and exposes the functionality to multiple guests. Not entirely accurate but close enough.

Also, the MS Powershell v2 has inbuilt commandlets for transferring files over BITS. Then there is bitsadmin.exe as part of the Windows Server Resource kit - not well documented but it's there.

Link here for a post about it on the Powershell blog.

Avaya posted a known exploit earlier this year, I think, to Cisco's high level folks. They used a MITM attack to siphon off voice traffic (G711, IIRC) and record it without DG or host seeing anything untoward.

That's fairly serious but I believe this is mitigated with DHCP Snooping and other methods.