No, none in the OS itself BUT,
There are 3 available w/out bothering w/ google stuff, any 3rd party stuff or toolbars.
1. Is under Windows Live w/ Hotmail, etc.
2. Is the calendar that is part of MS Office Outlook
3. There is one in Windows Live Mail.
All 3 will send reminders/alerts to your Inbox.
Personally, I, also, use Sticky Notes for reminders and To Do lists.
Cheers,
Drew