With today's first-round win in the French Open, Novak Djokovic extended his overall winning streak to 40 and his 2011 season-opening streak to 38. This ESPN.com article includes a chart of the longest men's winning streaks in tennis's Open Era (i.e., from 1968 onward, when professionals were allowed into the Grand Slam tournaments).

The longest overall streak is 46, set by Guillermo Vilas from July-September 1977. The longest streak to open a season is 42, set by John McEnroe in 1984.

Djokovic's website has a match-by-match log, which I've used to create to the following graphic (you may click on it to enlarge).