A while back, Microsoft released the PSSCOR2 debugger extension for WinDbg, supporting more command than the classic SOS.DLL. This was for CLR v2 (.NET 2-3.5).

Now a similar extension has been released for CLR 4 (.NET 4). You can download it here.

There are versions for x86 and x64. The easiest way to use them is copy the relevant DLL to the .NET framework directory for the corresponding “bitness” (where SOS lives, something like C:\Windows\Microsoft.NET\Framework\v4.0.30319 (32bit) or C:\Windows\Microsoft.NET\Framework64\v4.0.30319 (64bit)) and then use .loadby psscor4 clr to load the extension. Then type !help to look at all the commands (as usual).

Another option is to copy the files to the WinDbg directory (something like c:\Program Files\Debugging Tools For Windows). Then you can load the extension using .load psscor4

Happy debugging!