XP:  
xpboot.html
http://www.bleepingcomputer.com/forums/topic138692.html

Vista: 
Windows Setup (chooses options that affect the boot process)

BIOS (Reads the MBR)
    ERRORs in reading the MBR - 
        Black screen
        MBR missing
        Invalid partition table
        Error loading operating system
        Missing operating system
    FIX = bootrec /fixmbr

MBR (Reads the partition boot sectors)
    ERRORs in reading the Boot Sector - 
        Black screen
        Boot Sector missing
        A disk read error occurred
        BOOTMGR is missing
        BOOTMGR is compressed
    FIX = bootrec -fixboot

Boot Sector (Reads the root directory to load Bootmgr)  
    ERRORs in reading the Boot Manager -
        BOOTMGR is missing
        Windows could not start because of a computer disk hardware configuration problem
        Could not read from selected boot disk
        Check boot path and disk hardware
    FIX = bootrec /scanos & bootrec /rebuildbcd
    FIX = bcdedit.exe and rebuild it all

Boot Manager
    Enables access to all memory (could only access 1st 1mB of memory when launched)
    Enables paging
    Reads  BCD
        Shortcuts to Winresume.exe if system was hibernated
    Presents boot menu (if more than one choice)
    x64 - switches to 64 bit mode 
    Loads Winload.exe (the OS loader)

Winload.exe
    Loads Ntoskrnl.exe & dependencies
        Bootvid.dll (32 bit)
        Hal.dll
        Kdcom.dll
        Ci.dll
        Clfs.sys
        Pshed.dll
    Loads SYSTEM registry hive
        ERROR - Windows could not start becaue the following file is missing or corrupt: \WINDOWS\SYSTEM32\CONFIG\SYSTEM
        FIX = chkdsk /r
        FIX = replace w/backup copy (from \Windows\System32\Config\RegBack
        FIX = System Restore
    Loads Boot Start drivers
    Transfers control to Ntoskrnl.exe
        ERROR -
           System file corruption
           File missing or corrupt
           STOP 0xC0000135 (UNABLE_TO_LOCATE_COMPONENT)
       FIX = chkdsk /r
       FIX = replace missing components

Ntoskrnl.exe (2 phase initialization process)
    Phase 0
        Gives system control to Hal.dll
        Locates crash messages for BSOD's (earlier crash won't have message?)
        Initializes Driver Verifier
        Attaches kernel debugger (if used)
        Creates System Idle Process
    Phase 1
        Windows Splash Screen
            ERROR - 
                BSOD
                Black Screen
                    Blank
                    Cursor
                    Mouse works
            Causes:
                Bug in a device driver
                Corruption in the registry hive (NOT the SYSTEM hive)
            FIX = Last Known Good Configuration (LKG)
                If it works, compare Control section of registry (pg 1113 of Windows Internals v5).  Ignore changes in the ENUM keys

        System time is initialized
        Kernel debugger finishes initializing
        Driver Verifier tracing is enabled
        Ntdll.dll is mapped in
        Copies registry data (Passed from Winload.exe) into HARDWARE and SYSTEM hives
        Superfetch/prefetch initialized
        Boot log initialized (if selected)
        Boot Start drivers initialized
        System Start drivers initialized
        Smss.exe is started (creates the user mode environment)
        Waits 5 seconds for Smss.exe to exit (if it does, system will crash w/SESSION5_INITIALIZATION_FAILED stop code 0x71)

Smss.exe
    Autochk.exe
    Delayed file rename and delete operations
    Creates additional page files (if needed)
    Loads SAM, SECURITY, and SOFTWARE registry hives
    Loads KnownDLL's
    Creates Session 0
    Starts 2 sessions simultaneously:
    Session 0                                         Session1 (and other sessions)
        Csrss.exe                                          Csrss.exe
        Win32k.sys                                        Winlogon.exe (see below)    
            Video changes fm VGA mode to default resolution
        Wininit.exe                
            SCM (Services.exe)        
            LSASS (Lsass.exe)        
            LSM (Lsm.exe)            
            Initalizes rest of Registry
            User mode initialization 

Winlogon.exe
    LogonUI.exe (auth by Lsass.exe)
    Loads user registry into HKCU
    Loads Userinit.exe

Userinit.exe
    Runs User scripts
    Runs Machine scripts
    Loads Shell= from registry (HKLM\Software\Microsoft\Windows NT\CurrentVersion\Winlogon\Shell)