A recent question from a person reading one of my articles prompted me to provide this information.
Basically printing support on Windows CE .NET relies on OEMs implementation.
However there are 3rd parties which have stepped in to offer solutions.
HP used to have a solution however, HP will discontinue HP Mobile Printing for Pocket PC and HP Mobile Printing SDK for Pocket PC, effective October 1, 2005.
A good URL to keep in mind for 3rd party products for the .Net CF is http://msdn.microsoft.com/mobility/partners/netcf/default.aspx
A very good FAQ for most .NET CF questions can be found at http://msdn.microsoft.com/smartclient/community/cffaq/cf20.aspx