GarageBand, which is part of iLife, doesn't come with the retail version of OS X. It's a separate package. The only reason it comes with the OEM discs is because those discs are meant to be shipped with their respective Macs especially since they have other software that isn't vital to the OS.

So if you were to buy Mac OS X retail for a Mac that didn't have any discs, then you would have to purchase iLife separately in order to get GarageBand and the other iLife applications.

But as mentioned by Mac128, if you're upgrading to Leopard and still have the OEM discs that came with the Mac, you can use Pacifist to extract that one application. However, I think you can already do that through the regular installation for Tiger if you select to do a Custom Install (assuming you were going to install Tiger). I think there's even an installer for the apps only if you're upgrading to something else.