Many methods in the .Net library are implemented in native code. Those that come from the framework itself are marked with [MethodImpl(MethodImplOptions.InternalCall)]
This is an old thread. Since CoreCLR is now open-sourced on GitHub; if someone is still seeking the answer, here is the official documentation:
Calling from managed to native code
We have two techniques for calling into the CLR from managed code. FCall allows you to call directly into the CLR code, and provides a lot of flexibility in terms of manipulating objects, though it is easy to cause GC holes by not tracking object references correctly. QCall allows you to call into the CLR via the P/Invoke, and is much harder to accidentally mis-use than FCall. FCalls are identified in managed code as extern methods with the MethodImplOptions.InternalCall bit set. QCalls are static extern methods that look like regular P/Invokes, but to a library called "QCall".
There is a small variant of FCall called HCall (for Helper call) for implementing JIT helpers, for doing things like accessing multi-dimensional array elements, range checks, etc. The only difference between HCall and FCall is that HCall methods won't show up in an exception stack trace.
And then it continues in subheadings:
with examples: