HTTP.SYS is the core of a Windows NT native web server; the async listen/accept loop, IOCP-based data transfer, etc. IIS is built on top of HTTP.SYS. I presume that it ships with Windows for ease of servicing; it is after all a kernel-mode driver (of sorts).

The kernel module HTTP.SYS contains a HTTP server. It's used by IIS, but you can also use its API directly.