XNA Framework (XNA Game Studio 3.0)
http://msdn.microsoft.com/en-us/library/bb196942(v=XNAGameStudio.30).aspx

XNA Framework Math Overview
http://msdn.microsoft.com/en-us/library/bb203910(v=XNAGameStudio.30).aspx

Vector2 (x, y)
http://msdn.microsoft.com/en-us/library/microsoft.xna.framework.vector2_members(v=XNAGameStudio.30).aspx

Vector3 (x, y, z)
http://msdn.microsoft.com/en-us/library/microsoft.xna.framework.vector3_members(v=XNAGameStudio.30).aspx

Vector4 (x, y, z, w)
http://msdn.microsoft.com/en-us/library/microsoft.xna.framework.vector4_members(v=XNAGameStudio.30).aspx

Matrix (M1 ~ M16)
http://msdn.microsoft.com/en-us/library/microsoft.xna.framework.matrix_members(v=XNAGameStudio.30).aspx

Plane (Normal, D)
http://msdn.microsoft.com/en-us/library/microsoft.xna.framework.plane_members(v=XNAGameStudio.30).aspx

Quanternion (x, y, z, w)
http://msdn.microsoft.com/en-us/library/microsoft.xna.framework.quaternion_members(v=XNAGameStudio.30).aspx

Point (x,y)
http://msdn.microsoft.com/en-us/library/microsoft.xna.framework.point_members(v=XNAGameStudio.30).aspx

Ray (Direction, Position)
http://msdn.microsoft.com/en-us/library/microsoft.xna.framework.ray_members(v=XNAGameStudio.30).aspx

Rectangle (x, y, width, height)
http://msdn.microsoft.com/en-us/library/microsoft.xna.framework.rectangle_members(v=XNAGameStudio.30).aspx