I’ve found the Lambda expressions in C# quite hard to wrap my head around. Fortunatly for me, Nick Gravelyn has written a lovely concise explanation of them. The examples are all based on writing XNA based games, but they’re pretty simple to follow without knowing the XNA library. Nick is a Microsoft MVP for DirectX and XNA, and I heartily recommend reading his blog to learn a bit more about C#, even if you don’t develop games.