Which Windows version was the first to include the .NET Framework built-in?

Windows Vista was the first Windows version to include the .NET Framework built in. Vista shipped with .NET Framework 3.0, released in 2006.

.NET Framework 3.0 was not an entirely new runtime: it used the .NET Framework 2.0 Common Language Runtime and added major technologies including Windows Presentation Foundation (WPF), Windows Communication Foundation (WCF), Windows Workflow Foundation (WF), and Windows CardSpace.

Earlier Windows versions, including Windows XP and Windows 2000, could run .NET Framework applications after users installed the appropriate redistributable package. That availability is different from being included with the operating system, which is the key distinction in this question.

Later releases continued the pattern. Windows 7 included .NET Framework 3.5, while Windows 8 included 4.5. The framework versions were cumulative in important ways, so a later included version could support applications built for earlier releases.