There are pages and pages of notes on interviews at Microsoft. Here is mine.
I interviewed for SDE for the core group way back in 2001. My friends had warned me that the group is too picky and I stand a better chance if it were not the core group. I was foolishly optimistic.
The first interview went off well with a recursive algorithm for finding the number of paths from one corner of a chess board to the diagonally opposite corner. The second one wasn't bad either though I missed to use a clue in optimizing a binary search. The third one was with lunch. The interviewer was friendly. I came to realize that a lunch time interview at MS is more of an interview than a lunch. I was already hungry but couldn't do well with the lunch and the interview. I guess the fourth one wasn't bad. By the time I was there for the fifth interview, I was brain dead. My mind went totally blank for questions that are simple when I'm not hungry or thirsty.
I do regret not getting into MS, I feel the interviews were good and I wasn't good enough on that day.