http://msdn.microsoft.com/en-us/library/export/help/?returnU...
If I do the following google search "developer.apple.com keychain", it gives me a web browsable version with a pdf link in the upper right. If I click the PDF link, I get the content for "every page" which means, in this case, the "keychain services programming guide".
I have yet to be able to do the same under msdn.
You can even throw whatever you download on a network, and anyone can access it from there rather than individually needing to download it. That requires setting something in the registry though to access from the network (let me know if you want to know though).
Visual Studio still has an option to install all MSDN content on your hard drive, for offline access. It's the traditional Help Viewer model.
This only covers language and SDK documentation -- not the magazine articles and other random stuff.
This tool definitely helps with C#.
One thing I like about Apple developer docs (on developer.apple.com) that MSDN doesn't have (at least didn't last time I looked) is the ability to get a PDF covering specific topics. These are useful when I would rather have not deal with a browser while developing.