If you return an enum type from a webservice, the enum type appears in the
client-side generated proxy.

Eg, if this is my asmx:
<%@ WebService Language="C#" Class="TrialService" %>

public enum MyEnum {
 Blue,
 Green,
 Yellow,
 Red
}

[System.Web.Services.WebService(Namespace="http://dinoch.dyndns.org/webservi
ces/")]
public class TrialService {
 static System.Random rnd= new System.Random();
 [System.Web.Services.WebMethod(Description="Method that returns an enum")]
 public MyEnum Method2(int input) {
   System.Array a= System.Enum.GetValues(typeof(MyEnum));
   MyEnum result= (MyEnum) System.Enum.Parse(typeof(MyEnum),
rnd.Next(a.Length).ToString());
   return result;
 }
}

Then if I run wsdl.exe on that asmx, I get
/// <remarks/>
[System.Xml.Serialization.XmlTypeAttribute(Namespace="http://dinoch.dyndns.o
rg/webservices/")]
public enum MyEnum {

   /// <remarks/>
   Blue,

   /// <remarks/>
   Green,

   /// <remarks/>
   Yellow,

   /// <remarks/>
   Red,
}

in the client-side proxy.

-Dino