The javax.ejb.* classes are located in common/lib/jboss-javaee.jar
Thanks, Peter, that's exactly what I wanted to know.
Is there some documentation that states which JBoss jars are needed for which Jee5 services?
No docs that I know of. But look into JBoss Tattletale - it provides information about JARs needed for an app. I also use a tool called jarFinder from http://www.isocra.com/articles/jarFinder.php to locate JARs containign speicifc classes.