Nothing, as of August 2001. That's likely to change though.
Jon Udell "think[s] of WinForms as MFC (Microsoft Foundation Classes) for scripting." http://msdn.microsoft.com/vstudio/nextgen/technology/winforms.asp has Microsoft's own expression of the vision. (STALE, but see http://msdn.microsoft.com/msdnmag/issues/01/02/winforms/default.aspx - RS 2003-05-22)
Note that Ximian has committed to including WinForms (and ADO, too) as part of its .NET implementation (more than Microsoft itself has done).