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
Arguably simpler than any of these is to manually add the RSS feed for the documentation - at the bottom of the documentation download list is a +
/ -
set of controls. Click +
and paste in feed://developer.apple.com/rss/com.apple.adc.documentation.AppleiPhone4_3.atom
and it'll automatically select the right one and start downloading (and notify you of updates, though I doubt there will be any more)