There is a Consuming OData Feeds from a Workflow topic up on MSDN that walks you through the steps of adding a reference to an OData server and building an activity for it that you can then use in your workflows. With full asynchronous support and everything - pretty impressive for a walkthrough.
One additional thing that is worth calling out when you're doing these kind of integration across technology stacks is that OData has some very nice features to "play nice" with general HTTP components. The second half of the MSDN topic talks about how you can use the DownloadString method to simply pull in an XML representation for a property. Presumably you can dig in and pull out the property value from that.
At the risk of repeating myself, $value provides a great way to get to the underlying property value in "natural" form, so DownloadString returns the property value in plain format, which allows you to simply compose that with other code without having to do any parsing or processing or anything of the sort.