Win32 Window Skinning
March 2002 - Vander Nunes
This article explains how to make iregularly shaped windows using the windows regions.
Creating a Win32 Window Wrapper Class
April 2002 - Oluseyi Sonaiya
This article shows one way for how the window can be wrapped in a C++ class. It also shows an interesting idea that uses std::map for dynamically registering message handlers.
Building a ScreenMate with MFC
This well written and simple example shows how you would go about creating a screenmate, i.e a little character moving about the screen with transparency and all. Like the infamous Clipper from Microsoft's products.
A simple window application
May, 2000 - Andreas Jönsson
This article shows the very basics of how to create a window and handle its messages, though for most games this is all you need to know about windows.
Modifying the System Menu in C++/MFC
Aug, 2002 - Ben Watson
This article shows how to change the windows system menu.
Using TreeControl (TreeView) under Win32 API (No MFC)
March, 2003 - Bengi
This article shows how to use the TreeView common control using the standard Win32 API.
Using ListView control under Win32 API
Aug, 2003 - Bengi
Jan, 2000 - Vadim Gorokhovsky, Lou Amadio
Explains how layered windows works in Win2000 and beyond.