I had a look for this a few months ago but couldn't find it anywhere. I was looking as I'm writing my own MIDI wrapper for C# (nearly finished - article should be available here in the next few weeks!).
The only complete thing I've found is Leslie Sanford's C# MIDI Toolkit which is available on this site - there isn't much explanation of the wrapper code as he focuses on the use of the wrapper rather than the implementation - but studying the code should give you a few pointers.
If it's PInvoke signatures you're after then let me know which ones and I'll post them here as I have them all working and properly declared.