Which version of Windows? Here are the packages/features available in Windows 7 that relate to IIS, presented as a reverse dependency tree (children require their parent to be installed, because this is how the source presented it, and I don't have time to invert it right now):
IIS-HostableWebCore
IIS-WebServerRole
+-IIS-FTPServer
| +-IIS-FTPExtensibility
| +-IIS-FTPSvc
| `-IIS-FTPExtensibility
+-IIS-WebServer
| +-IIS-ApplicationDevelopment
| | +-IIS-ASP
| | +-IIS-ASPNET
| | +-IIS-CGI
| | +-IIS-ISAPIExtensions
| | | +-IIS-ASP
| | | +-IIS-ASPNET
| | | `-MSMQ-HTTP
| | +-IIS-ISAPIFilter
| | | `-IIS-ASPNET
| | +-IIS-NetFxExtensibility
| | | +-IIS-ASPNET
| | | +-MSMQ-HTTP
| | | `-WCF-HTTP-Activation
| | `-IIS-ServerSideIncludes
| +-IIS-CommonHttpFeatures
| | +-IIS-DefaultDocument
| | | +-IIS-ASPNET
| | | `-MSMQ-HTTP
| | +-IIS-DirectoryBrowsing
| | | `-MSMQ-HTTP
| | +-IIS-HttpErrors
| | | `-MSMQ-HTTP
| | +-IIS-HttpRedirect
| | | `-MSMQ-HTTP
| | +-IIS-StaticContent
| | | +-IIS-WebDAV
| | | `-MSMQ-HTTP
| | `-IIS-WebDAV
| +-IIS-HealthAndDiagnostics
| | +-IIS-CustomLogging
| | +-IIS-HttpLogging
| | | `-MSMQ-HTTP
| | +-IIS-HttpTracing
| | | `-MSMQ-HTTP
| | +-IIS-LoggingLibraries
| | | `-MSMQ-HTTP
| | +-IIS-ODBCLogging
| | `-IIS-RequestMonitor
| | `-MSMQ-HTTP
| +-IIS-Performance
| | +-IIS-HttpCompressionDynamic
| | `-IIS-HttpCompressionStatic
| | `-MSMQ-HTTP
| `-IIS-Security
| +-IIS-BasicAuthentication
| +-IIS-ClientCertificateMappingAuthentication
| +-IIS-DigestAuthentication
| +-IIS-IISCertificateMappingAuthentication
| +-IIS-IPSecurity
| +-IIS-RequestFiltering
| | +-IIS-ASP
| | `-IIS-NetFxExtensibility
| | +-IIS-ASPNET
| | `-WCF-HTTP-Activation
| +-IIS-URLAuthorization
| `-IIS-WindowsAuthentication
`-IIS-WebServerManagementTools
+-IIS-IIS6ManagementCompatibility
| +-IIS-LegacyScripts
| +-IIS-LegacySnapIn
| +-IIS-Metabase
| | +-IIS-LegacyScripts
| | +-IIS-LegacySnapIn
| | `-MSMQ-HTTP
| `-IIS-WMICompatibility
| `-IIS-LegacyScripts
+-IIS-ManagementConsole
| `-MSMQ-HTTP
+-IIS-ManagementScriptingTools
`-IIS-ManagementService
Source