While trying to install one of the utilities within the Windows SDK, the setup was failing. Clicking the View Log option within the SDK Setup GUI pulls up the log (you can also find it at C:\%user%\AppData\Local\Temp\SDKSetupLog.txt). I scanned to the end of the log and saw these details:

MSI (s) (60:D8) [12:10:44:541]: Windows Installer removed the product. Product Name: Microsoft Windows SDK for Windows 7 (7.1). Product Version: 7.1.30514. Product Language: 1033. Manufacturer: Microsoft Corporation. Removal success or error status: 0.

12:10:39 PM Wednesday, June 06, 2012: SFX C:\Program Files\Microsoft SDKs\Windows\v7.1\Setup\SFX\vcredist_x64.exe installation started with log file C:\Users\w7test06\AppData\Local\Temp\Microsoft Windows SDK for Windows 7_f83227e1-caa8-4d71-a809-43745c870815_SFX.log
12:10:43 PM Wednesday, June 06, 2012: C:\Program Files\Microsoft SDKs\Windows\v7.1\Setup\SFX\vcredist_x64.exe installation failed with return code 5100
12:10:44 PM Wednesday, June 06, 2012: [SDKSetup:Error] Config_Products_Install: Installation of Product Microsoft Windows SDK for Windows 7 (failed): Please refer to Samples\Setup\HTML\ConfigDetails.htm document for further information. Stack:    at SDKSetup.Product.ConfigureRelatedSfx()       at SDKSetup.Product.ConfigureNewProduct(ManualResetEvent CancelEvent)
12:10:44 PM Wednesday, June 06, 2012: [SDKSetup:Info] Config_Products_InstallNew: End installation of new product: Microsoft Windows SDK for Windows 7

It looks like there is an issue with the version of the Microsoft Visual C++ Redistributable 2010 x64 currently installed on the system.

I removed both the x64 and x86, ran the SDK setup again and the installation was successful. Slightly earlier versions of both redistributables were installed:

SDK setup also seems to be sensitive to environmental variable TEMP if it is anything else besides %temp% as noted in an earlier blog.