AdventureWorks Sample Databases for SQL 2005
Here are the AdventureWorks Samples for SQL 2005 and 2008 .
Here is a good pointer to the AdventureWorks Sample Databases overview for SQL 2005.
I also found that there is a SqlRun_Tools.msi file under the setup disk ..\Tools\Setup that willl help with the sample db install as well.
There are also .sql scripts you can run to manually install under \90\Tools\Samples