I've added GELF output support to nxlog in version 1.4.624.
Now with this enhancement it is possible to collect logs from several platforms and sources and to forward it to graylog2 in GELF format so that the structured data is preserved and is available for search and analytics. The most notable source is probably Windows EventLog (from XP to W7) as you were requesting this, but I should note that there is a lot more that you can do with it.
See the docs for the details and usage.
Here is an example of a Windows EventLog message in graylog2.