Here are some documents describing older versions of the MSN Messenger protocol. They are now of mostly historical interest, as Microsoft removed support for protocol versions up to MSNP7 in October 2003.
Version 1 and version 2.0 of this website are still available. They documented version 7 and below of the MSN Messenger protocol.
MSN Messenger Protocol (Practical Implementation) is an article on the MSN Messenger protocol by Venky intended for client programmers. It documents MSNP7.
On August 18, 1999, Microsoft announced plans to publish the protocol for MSN Messenger. It was submitted as an Internet draft to the IETF. It has since expired and been removed from the IETF website, but copies still remain. I have posted an exact copy, and also formatted the text into an XHTML version.
This document is certainly not up to date with the most recent protocol changes, but it is the only official document from Microsoft that is open to the public. It claims to cover protocol version MSNP2. The behaviour of Microsoft's servers had diverged from the behaviour described in this document before even MSNP2 support ended in October 2003.