In this article on searchwebservices.com Daniel Rubio shortly introduces the benefits of Windows Workflow Foundation (WF) from Microsoft. He discusses the limitations of other orchestration technologies such as BPEL (Business Process Execution Language). For example:

But while BPEL provides the semantics and depth to orchestrate elaborate Web services scenarios, it's still relegated to a niche status confined to the services world. If you ponder the aspect of creating workflows strictly from services, you will arrive at the very realistic conclusion that workflows in many enterprises require the integration of non-serviceable legacy applications or even non-system human tasks, workflows that would fall beyond the scope of BPEL or any other orchestration technique currently applicable to SOA.

Daniel Rubio also highlights the possibility to embed WF in any desktop application like Office instead of on the server because of the lightweight/embeddable design of WF.

WF is strongly connected to Microsoft BizTalk Server and Windows Communication Foundation (WCF) which is Microsoft's coming building blocks for service-oriented architectures.

You can also see two related articles from Daniel Rubio on searchwebservices.com: WCF: Microsoft's 'newest' services way and BizTalk Server: Microsoft's SOA building block.