Source code for different components can be downloaded and used for in-depth debugging for .Net Framework components for Visual Studio 2010:
1. Download source code from Reference Source Code Center.
2. Install Reference Source WCF MSI in your local machine say under: 'C:\ReferenceSource'.
3. Launch Visual Studio 2008/2010.
4. From the Tools menu, choose Options.
5. In the Options dialog box, open the Debugging node and select General
6. Uncheck "Enable Just My Code (Managed only)"
7. Select Symbols under Debugging.
8. In the Symbol File Locations box, validate the location where the installed symbol files (.pdb) are present. If not, then add originally downloaded symbols location: C:\ReferenceSource\Symbols
9. Build you app, set breakpoints and F5 to debug.
PS. I've updated this post for Microsoft .Net 4.0 and Visual Studio 2010.