I installed xcode4 and in Organizer - Documentation I can see iOS 4.3 Library, Mac OS X 10.6 Library and Xcode 4.0 Developer Librar
For some reason the iOS 4.3 Library is downloaded later. When you are online go into Preferences for Xcode and select Documentation. You will see that library is likely disabled but ready to be downloaded. If that is the case there will be a "Get" button on the right side which you can use to start the download which may take a while.
Once it is downloaded you will be able to use that documentation library when you are offline.