Csharp Closures

I've been climbing the CsharpLanguage learning curve (which so far is quite gentle), and I'm hitting a roadblock at CsharpClosures.

What is the CsharpLanguage idiom, syntax, or convention regarding DeferredExecution?

JavaLanguage has AnonymousInnerClasses.
SmalltalkLanguage has blocks.
Lisp has closures or continuations.
CsharpLanguage 1.0 has delegates, which bind together a method/object pair
CsharpLanguage 2.0 introduces AnonymousMethods, which are similar to Scheme lambdas and are true lexical closures
CsharpLanguage 3.0 introduces a new compact syntax for LambdaExpressions as well as a Lisp-style quoting scheme called expression trees