The site at www.pinvoke.net is a rapidly expanding Wiki solely devoted to P/Invoke definitions for .NET. This now includes Compact Framework P/Invokes for coredll, aygshell, rapi etc.
To accompany this resource there is a Visual Studio plugin which gives you a right click option while editing code to insert a ready-made P/Invoke definition. If the one you want isn’t available then you are encouraged to add the definition to the library.
You can download the add-in from GotDotNet:-
The downside to the www.pinvoke.net site is that it only displays correctly in Internet Explorer.
For the Compact Framework specific wiki check out http://wiki.opennetcf.org