There's a breed of "Annex" terminal servers that attempt to boot by tftp'ing
  some file from a nearby host.  Does anyone know if NetBSD can support one
  of these, by running a tftpd, and if so, if we need anything special in those
  files, or where to get them?

Nothing special, just the annex boot image & host code as provided on tape.
The erpcd and other processes need some bit twiddles to compile which I
offered back to xylogics, they refused to reply (I fell of maintenance
when my contract died with the local seller going bankcrupt)

Its 4.3 code so some of the 4.4 sockets stuff needs a bit of a mung, and
some other libc calls (like lockf) need replacements. sys_errlist[] refs
and some static in header/not in .c cruft. Nothing too hard.

tftp has a few gotchas, like making it work cleanly with bootp and doing
same in a secure fashion but the docs and the sources pretty well cover
everything.

we use NetBSD here to bootp/tftp serve some xyplex t/s as well FWIW...

-george