If you want more information use this Url
http://msdn.microsoft.com/en-us/library/bb397687.aspx
- A variable that is captured will not be garbage-collected until the delegate that references it goes out of scope.
- Variables introduced within a lambda expression are not visible in the outer method.
- A lambda expression cannot directly capture a ref or out parameter from an enclosing method.
- A return statement in a lambda expression does not cause the enclosing method to return.
- A lambda expression cannot contain a goto statement, break statement, or continue statement whose target is outside the body or in the body of a contained anonymous function.