There have always been rumors about such back doors, but even the public ones, encryption schemes, have never been proven by pure analysis. As far as back doors in code goes, have a look at this: http://underhanded-c.org/. It's a pity it seems to have been short lived.
Then it needs some authoritative source, a leak, or result of a raid. Which was my point: analyzing the Windows XP code most likely is not going to prove there's a US mandated backdoor.
