Check this out: http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpref/html/frlrfsystemenumclassctortopic.asp
Nice description of the Enum constructor! Says “[To be supplied]”
Looks like the msdn2 also is missing a description: http://msdn2.microsoft.com/library/t1k8h69a.aspx
According to the Rotor code, there isn't a constructor but looking at System.Enum in reflector there is a protected constructor that doesn't do anything... and oddly enough there seems to be a static constructor that isn't in the Rotor code (maybe that is part of compiler magic).
Mono looks like it has a protected contructor (that doesn't do anything) but no static constructor ...