This paper of microsoft is about security for the .Net Framework 2.0. It is not finished completely but has already some links to security checklists.
Some snapshots from the paper:
This page explains the rationale behind the patterns & practices Security Guidance for .NET Framework 2.0 project and provides an index into the guidance. You can use the guidance referenced on this page to improve both the security of your applications and your approach to building secure applications.
To design, build, and deploy secure applications, you must integrate security into your application development life cycle and adapt your current software engineering practices and methodologies to include specific security-related activities. These include identifying security objectives, applying design guidelines for security, creating threat models, conducting architecture and design reviews for security, performing regular code reviews for security, security testing, and conducting deployment reviews for security. Figure 1 shows the security-related activities that help you meet your application security objectives.