Question: I have a requirement to document the assembly dependencies in a vb6/dotnet application.

What techniques / tools are good for performing this sort of document.

I was planning on using Visio for drawing.

Answer: 
Have you had a look at [NDepend](http://www.ndepend.com/)?
To complete the Eric answer, NDepend comes indeed with a [dependency graph](http://www.ndepend.com/Doc_VS_Arch.aspx) coupled with a [dependency matrix](http://www.ndepend.com/Doc_Matrix.aspx). 

![NDepend Dependency Graph](https://i.stack.imgur.com/ETJHB.png)

![NDepend Dependency Matrix](https://i.stack.imgur.com/Fpr6t.png)

The dependency Graph is easier to understand, but when the number of nodes grow (> 40) often the dependency Matrix will provide a clearer view of the situation. For example, below the Matrix represents the same dependency data than the Graph, but it is obviously clearer.

![Dependency Matrix vs. Dependency Graph](https://i.stack.imgur.com/OWXl8.jpg)