What's the difference between anonymous methods (C# 2.0) and lambda expressions (C# 3.0)?
What is the difference between anonymous methods of C# 2.0 and lambda expressions of C# 3.0.?
Answer
The MSDN page on anonymous methods explains it
In versions of C# before 2.0, the only way to declare a delegate was to use named methods. C# 2.0 introduced anonymous methods and in C# 3.0 and later, lambda expressions supersede anonymous methods as the preferred way to write inline code. However, the information about anonymous methods in this topic also applies to lambda expressions. There is one case in which an anonymous method provides functionality not found in lambda expressions. Anonymous methods enable you to omit the parameter list, and this means that an anonymous method can be converted to delegates with a variety of signatures. This is not possible with lambda expressions. For more information specifically about lambda expressions, see Lambda Expressions (C# Programming Guide).
And regarding lambda expressions:
A lambda expression is an anonymous function that can contain expressions and statements, and can be used to create delegates or expression tree types. All lambda expressions use the lambda operator =>, which is read as "goes to". The left side of the lambda operator specifies the input parameters (if any) and the right side holds the expression or statement block. The lambda expression x => x * x is read "x goes to x times x." This expression can be assigned to a delegate type as follows: