We've been trying to figure out how to do this for awhile, but Lou Franco over at Atalasoft beat us to the punch.

"Adam, our QA Engineer, and I decided yesterday that we would get TFS integration going with FogBugz. Unfortunately, for us, this page of FogBugz source control integration instuctions does not include TFS. There is this generic page of source control integration instructions to work from, though.

The basic idea is that we either had to get TFS to ping the Fogbugz webserver on each checkin or somehow fill up the CVS table in FogBugz ourselves. One benefit of the latter (aside from having no idea how to get TFS to do things on checkin) is that we could sync the past. That's actually nice, because as Adam and I were looking at our logs, we could see a lot of checkin comments that looked like:

    FB4567: Fixed a bug ...
    Fixed the blah blah (fb5678)
    Case: 6475 Added a way to ...

(of course, the comments are better than that, though) 

And a few other formats.  A simple regex and we could pick up all of the info in these past comments -- then we just needed to run the tool in a Windows Task Scheduler task to keep everything in synch."

Read the rest on Lou's blog...

Eventually we'll get this into FogBugz to make it easier, but I wanted to share with everyone so they know it is definitely possible.  Thanks Lou!