If you look at the Wikipedia Entry for the .NET Framework version history, you will see a table of the versions and which operating systems ship with it.
To summarize the wiki entry:
1.0 is part of Windows XP Tablet and Media Center Editions.
1.1 is part of Windows Server 2003
2.0 is part of Windows Server 2003 R2
3.0 is part of Windows Vista, Windows Server 2008. [Note: 3.0 and 3.5 are extensions of .NET 2.0; so 3.0 includes 2.0 and 3.5 includes 3.0 and 2.0]
3.5 is part of Windows 7 and Windows Server 2008 R2
4.5 is part of Windows 8 and Windows Server 2012
4.6 is a part of Windows 10 and Windows Server 2016
So to answer your question, Windows Server 2003 R2, Vista, Server 2008, Server 2008 R2, Windows 7 all include the .NET Framework 2.0. That's because the 3.0 and 3.5 are all built on top of .NET 2.0; and cannot exist without it.