Adventure Works Samples
Just in case you were also looking for the SQL Server 2005 Sample Database, then you should know Microsoft has chosen to move it to the CodePlex site. SQL Server 2008 July 2007 CTP Samples are also available on the same site. I recommend downloading the versions which are marked in the end with CI as they enable a Case Insensitive search within them. The LT version is also CI.
I really love the way Adventure Works gives you an entire look on the abilities of SQL Server.