How to use lamda expressions in C++/CLI?
According to What's New in Visual C++ 2010 you can use lambda expressions only in VS2010.
I've found this response from a Microsoft employee on the vc blog to a question regarding C++ 0x lambda and managed code interoperability:
You can only pass a variable with a managed type as an argument to a lambda - you can't capture a variable that has a managed type. We have no plans to "merge" lambdas and delegates.
In C#, lambdas are really just syntactic sugar for creating delegates. C++/CLI supports delegates, so you can still do all of the same stuff in C++/CLI that you can do in C#, you just don't get to use the nifty syntax.
Personally, my question would be why are you using C++/CLI in the first place? IMO C++/CLI is only good for writing interop layers between native C++ and C#/.NET and nothing else.