I've gone back and forth on this and eventually I settled on documentation in header files. For the vast majority of APIs in C/C++ you have access to the original header file and hence all of the comments that lie within [1]. Putting comments here maximizes the chance developers will see them.
I avoid duplication of comments between header and source files though (it just feels like a waste). It's really annoying when using Vim but most IDEs will pick up the header file comments and put them into things like intellisense or parameter help.
[1] Exceptions to this rule include generated header files from certain COM libraries.
