OSX client not officially supported, nor Lion
You can run just about any version of Windows under Fusion so Windows 7 and Windows Server 2008 are fine.
At this time Fusion supports only Snow Leopard Server not Lion and no version of OSX client/desktop. I'm guessing Lion server support will be added fairly soon, but the limitation on OSX client is an Apple licensing one not a VMware or technical one. OSX client works perfectly well, but Apple don't allow it and therefore VMware block you from installing it, meaning you have to do some manual faffing about to get it working (there's plenty of documentation on how to do it on the internet, but it's a bit of a pain and the result is less than reliable).
You don't mention whether you want to run all these simutaneously, but if you do, then you'll probably need at least 8GB RAM, preferably 16Gb if you want it to be reasonaby snappy (I'm assuming the MBP is one of the i5/i7 models not a C2D, which could be a bit underpowered for doing this all simultaneously).
Your easiest route might be to use the local OS on the MBP to be the OSX Lion client and VMs for the other three (OSX Server, W7 & WS2008). That way it's all supported, all legal and you need less RAM (8GB should be sufficient).
Disadvantages are:
Relatively slow performance (but probably perfectly acceptable for your stated requirement)
Clutters up your laptop with lots of large VMDKs
Not fully representative of real hardware
Functions that rely on features like 3D graphics may not work or may be slow
However, these are typically massively outweighed by the advantages, which are:
Cost
Simplicity
Easy reversion using snapshots (fantastic in a training or test & dev environment)
VM portability from one system to another