On Channel9 there are two screencasts showing you key concepts and basic samples of Windows Workflow Foundation:
"Windows Workflow Foundation is a component of WinFx that allows you to add workflow functionality to your applications. In this screencast, James Conard, shows a simple "Hello Workflow" example that demonstrates the key concepts of Windows Workflow Foundation including: activities, workflow models, and hosts. You will also see how Windows Workflow Foundation provides visual debugging of workflows."
"The State Machine workflow functionality provided with Windows Workflow Foundation provides a powerful way to model the control flow of applications. In this screencast, James Conard, shows an example Order Processing application that utilizes a State Machine workflow for managing the states of an order. The demo also shows how an application can have visibility into running workflow and even change the steps (activities) within a workflow dynamically."
The source code for the second screencast and other samples are available for download from here.