They should all work more or less. The only things of note are (and this applies to every single one of my old samples):
Make sure you modify the include and library paths to the version of maya you are using. You should be able to find these in the linker and compiler project property pages. (If you feel brave, open the vcproj in a text editor and replace all "C:/program files/alias/maya/6.5/" to "C:/program files/autodesk/maya/2010/" or whatever it is these days).
With newer versions of maya, you should probably add REQUIRE_IOSTREAM to the pre-processor defines (or as #define REQUIRE_IOSTREAM next to the NT_PLUGIN defines in the source code; or add /D "REQUIRE_IOSTREAM" to the additional arguments in the command line settings for the project).
For the OpenGL based samples (i.e. locators), you might also need to install the windows platform SDK if VC express is lacking the GL/gl.h header and libs.
That should be more or less it. AFAIK the code should still compile ok (although I must admit I'm a bit horrified by my generally crap standard of coding when I look back at the examples now - get into the habit of checking every single MStatus!).