If you're hosting the Windows Workflow designer control in your own application (this shows you how to host the control) and you want to use the Sharepoint activities, these are the files you'll need (these are for Sharepoint Services, I think there are more activities for MOSS 2007).
Microsoft.SharePoint.dll
Microsoft.SharePoint.Security.dll
microsoft.sharepoint.WorkflowActions.dll
microsoft.sharepoint.WorkflowActions.intl.dll
microsoft.SharePoint.workflowactions.intl.resources.dll
I'm not sure of the rules regarding redistribution of these files since I'm only using it for my own personal use. If you're having trouble getting any of these files out of the GAC then read this post which explains how to get them out.