Here's what I've found (ignoring the old non-generic collections):
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Array - C array, though the .NET Array can have a non-zero starting index.
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List<T> - std::vector<T>
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Dictionary<TKey, TValue> - unordered_map<Key, Data>
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HashSet<T> - unordered_set<Key>
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SortedDictionary<TKey, TValue> - std::map<Key, Data>
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SortedList<TKey, TValue> - equivalent to a std::vector<T> but keeping it ordered by using binary search + insert when adding elements.
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SortedSet<T> - std::set<Key>
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Queue<T> - std::queue<T>
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Stack<T> - std::stack<T>
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LinkedList<T> - std::list<T>
Notably missing from the .NET collections are the "multi-" variants, e.g., multiset, multimap, etc. However, they have added a number of very useful threadsafe collections: the "Concurrent-" variants, e.g., ConcurrentDictionary, ConcurrentQueue, etc.