I get asked this question a lot and I thought I\'d solicit some input on how to best describe the difference.
It is pretty clear the question was meant to be "what's the difference between lambdas and anonymous delegates?" Out of all the answers here only one person got it right - the main difference is that lambdas can be used to create expression trees as well as delegates.
You can read more on MSDN: http://msdn.microsoft.com/en-us/library/bb397687.aspx