Did you miss something like activity diagrams with Visual Studio? Visual Studio 2005 includes some cool designers such as a class designer, application designer, system designer... There's a good reason an activity diagram is missing. A diagram that can be compared is coming with Windows Workflow Foundation (WWF).
WWF is a .NET class library that includes support for both system and human workflow. Of course the designer doesn't look like UML activity diagrams, as here code gets generated. In the Wednesday keynote at PDC it was shown to define a breakpoint in the designer. From therer it is possible to step into the code. Cool!
Office 12 and the next version of BizTalk server are using WWF themselves.