Looking for a list of Windows versions (service packs included) and what version of .NET is natively1 available.
Example:
Windows A - .NET Fram
Microsoft released a chart for this. .NET Framework Versions and Dependencies
A checkmark means its included, a plus sign means it can be installed.
The following picture explains it perfectly:
source: http://petermarcu.blogspot.ie/2010/02/which-version-of-net-is-built-into.html
This should give you all the answers you want:
https://en.wikipedia.org/wiki/.NET_Framework_version_history#Overview
Due to the fact that new versions of .NET are being released all the time I felt it would not be correct to try to embed the history into this answer, but merely direct you to a source which is updated.