i've been subscribed to a blog called 'foo theory' for a bit now and their content keeps getting better and better. bennie is now on part 5 of a series on new language features in c# 3. his recent part 5 talks about lambda expressions but does a good job of walking through some history and defining delegates, anonymous methods, etc. for us minions.
you should check out the foo theory guys...good stuff. main feed here.