For years, Microsoft have had this logo design:
It’s based on Helvetica Black Italic but has had a few tweaks and modifications to the font to create the final logo, notable the height of the dot over the ‘i’ to bring it in line with the ‘M’ and most noticeably the ‘slash’ on the ‘os’. Note also the subtle tweak to the ‘r’. Here’s the logo with the original font below for comparison:
and as of August 2012, here’s the new logo based closely on their long-standing Microsoft Windows graphic:
The new logo has used Segoe UI SemiBold, a Microsoft Windows 7 font.