Emacs+EmacsW32 Sources
The programs that comes with Emacs+EmacsW32 are all licensed under GNU GPL (some might be public domain). This license requires that the sources should be available "from the same place" as the binaires - a little bit vague specification perhaps. I have assumed that a link from the download page to a structured directory tree that contains directories that have names like "src" should be enough. It will in my opinion make it rather easy to find the sources. However this is disputable and some people find it is wrong. I therefore give some more direct links to the sources here.
In some cases both the current and old sources are available (though the old binaries may be gone). The source file names then includes dates or/and version numbers.
EmacsW32 Sources
Most of it is Emacs lisp code so you get it with EmacsW32. The same is true for the source files for the installer.
There are some special programs coming with EmacsW32. The sources for these are here.
Gnuwin32 Sources
Sources for the Gnuwin32 programs that comes with EmacsW32 can be found here.
Emacs Sources
The patched and unpatched sources are available here. You can also find diff files for the patches there.