C# Anonymous Method & Lexical Closure
The implementation of anonymous methods in C# and its consequences (part 1)
http://blogs.msdn.com/oldnewthing/archive/2006/08/02/686456.aspx
The implementation of anonymous methods in C# and its consequences (part 2)
http://blogs.msdn.com/oldnewthing/archive/2006/08/03/687529.aspx
The implementation of anonymous methods in C# and its consequences (part 3)
http://blogs.msdn.com/oldnewthing/archive/2006/08/04/688527.aspx