Recently I was asked about the performance and scalability of XenApp from our CSA. And I got the following reports or informaitons. It will be helpful to everyone to check these reports and informations at single site.

XenApp 5.0
XenApp 5 Scalability Analysis
http://support.citrix.com/article/CTX119108

Citrix Presentation Server 4.5
Scalability – Number of Users per Presentation Server
http://support.citrix.com/article/CTX114848

Effects of Varying the Number of CPUs of a Citrix Presentation Server
http://support.citrix.com/article/ctx114844

Citrix Presentation Server 4.0
Citrix Presentation Server for Windows Server 2003 x64 Editions – Performance and Scaling Capability
http://support.citrix.com/article/CTX107341

MetaFrame XP
How Hyper-Threading Affects User Capacity of Metaframe XP Servers
http://support.citrix.com/article/ctx101880

Advanced Concepts Guide for MetaFrame XP with Feature Release 3 – P79
Effects of Varying the Number of CPUs and Hyper-Threading on MetaFrame XP Servers
http://support.citrix.com/article/ctx102497

MetaFrame 1.8
Windows 2000 Terminal Service Capacity and Scaling
http://support.citrix.com/article/ctx9354

Other sources
http://h71019.www7.hp.com/ERC/downloads/4AA0-9214ENW.pdf
http://www.dell.com/downloads/global/power/ps1q07-20070244-Citrix.pdf
http://www.brianmadden.com/blogs/brianmadden/archive/2004/02/19/the-4gb-windows-memory-limit-what-does-it-really-mean.aspx

Test tools
Citrix Server Test Kit Users Guide 2.1
http://support.citrix.com/article/ctx101744

EdgeSight for Load Testing 3.0
http://support.citrix.com/product/es/ltv3.0