You can run any of those in a VM with Parallels or on the Windows side, in Virtual PC (for Windows) or VMWare, etc.
To run them natively, I believe only XP SP2 is supported officially, though I suspect 2000 would work (albeit, several drivers would probably not work at all). Vista works. With beta 2 you had to delete the EFI partition to get this to happen but I read it is fixed in the pre RC1 build that just came out.
I run Windows 2000 SP4 using Parallels. Gave it a 8 GB virtual HD and 384 MB RAM and it runs better than I've ever seen Windows run on any PC. (It only uses on one CPU core and has no GPU support, but still does great).
Just follow the Parallels installation instructions to the letter. I didn't on my own MacBook, and some details got messed up (like the Full Screen mode doesn't work properly), but when I installed it on my boss' MacBook I did it by the book () and everything works fine and dandy... can I say fine, or even worse dandy, about anything running Windows...?
Since Boot Camp is offically an unsupported beta, nothing is supported. However they did design it for retail copies of XP SP2. Essentially though people have managed to install all variants of XP on Boot Camp, even those not mentioned by Apple. Check out the various MCE threads, and my own install was from an XP SP2 Upgrade disc.
The challenge for earlier versions of Windows on Boot Camp is that they won't have the right drivers for the hardware, which makes them less desirable. Like Mitth, I too am running 2KSP4 in Parallels (which gets you around the hardware issues) and am also running XP Home SP2 in Boot Camp.