Server 2008 had the following:
1) New firewall with port filters and rules sets, full integration with Active Directory users and groups.
2) BitLocker drive encryption
3) Network Access Protection, to control computer network access
4) Address Space Layout Randomization, which helps fight buffer overrun exploits.
In Server 2012:
1) Dynamic Access Control to control unwanted access to the server.
2) Improvements to BitLocker
3) UEFI and Secure Boot. UEFI is the replacement for BIOS and Secure Boot prevents your system from booting or loading unknown OSes, firmware and drivers.
There's more to it than that but that's the basics.