I could not find any information about new WinForm features, exept for this blog post: http://blog.codinglight.com/2009/05/future-of-winforms-whats-changed-in.html which states:
213 types were changed, and 9 types were added. 596 methods were changed, 50 were added, and 8 were removed.
So whats in these changes, for joe developer?
I don't think there's anything new for the joe developer in WinForms. Microsoft is now investing in WPF. All these changes are related to internal code refactorings.
According to a comment from the Group Manager for WinForms on Somasegar's blog:
We continue to invest in WinForms for .NET FX 4. This includes the core expectation of maintaining compatibility for applications already written in WinForms, fixing bugs that developers have reported, contributing to overall developer experiences across Visual Studio, as well as perf work and some feature development.
Unfortunately WinForms is not even mentioned in the What's New in the .NET Framework 4 article on MSDN.
Check out the Rx extensions. Together with the in .NET 4 now integrated IObservable they greatly simplifies advanced EventHandling. This is not limited to WinForms though and it was available for 3.5 already, but not yet integrated.
Windows Forms is in maintenance mode. Every framework release included some changes to it, but they are all changes that were only made to tighten up security or ensure it stays compatible with new releases of Windows.
The linked blog post shows new classes that are internal and not usable from your own code. VisualStyleElement.ExplorerTreeView helps PropertyGrid draw the Vista style treeview with triangles for the nodes. The CompatibleFrameWork stuff is all in the internal System.Deployment namespace, I think it is there to help ClickOnce deal with the .NET 4.0 version and the Target Framework setting in the project's Application tab.
WF is feature complete, it's going to stay the way it is for the foreseeable future.