In fact, here is a list of the RSAT tools that have been confirmed to work with Server 2003:

• Active Directory Domain Services (AD DS) Tools
• Active Directory Lightweight Directory Services (AD LDS) Tools
• Active Directory Certificate Services (AD CS) Tools
• DHCP Server Tools
• DNS Server Tools
• Group Policy Management Tools
• Network Load Balancing Tools
• Terminal Services Tools
• Universal Description, Discovery, and Integration (UDDI) Services Tools

Apparently, not all administrative tools for Server 2008 are even included in the RSAT either. Here is a list of management tools that aren't in the RSAT:

• Active Directory Rights Management Services (AD RMS) Tools
• Fax Service Manager
• Network Policy and Access Services (NPS) Tools (has no remote connectivity functionality)
• Server Manager (has no remote connectivity functionality - top feature request #1 - Server Manager product team is looking how to get this done in next release)
• iSNS (Internet Storage Name Service)
• Storage Explorer
• Windows Media Services (available through separate addon for x86 and x64)
• WINS (Windows Internet Name Service)
• Windows Server Backup
• Windows Deployment Services (WDS) Tools
• IIS 7 Manager (available through separate addon for x86 and x64)
• Hyper-V Tools (available through separate addon for x86 and x64 - More information: Q949758)

Thanks to Michael over at 4sysops for this juicy little post...