OS X for sure has network booting. I believe it is referred to as 'netboot'. http://www.google.com/search?q=os+x+netboot
http://www.google.com/search?q=windows%20boot%20from%20iscsi
Has various things which look like guides and relevant discussions.
EDIT: Oops this should have gone under 'oremanj' link (http://etherboot.org/wiki/start) I got the gPXE chainloading working already, took some trial and error.
If anyone else is interested try the 'alldrivers' option rather than the 'undionly' option when making your .kpxe ( http://rom-o-matic.net/gpxe/gpxe-git/gpxe.git/contrib/rom-o-... )