C# 2.0 (which shipped with VS 2005) introduced the concept
of anonymous methods, which allow code blocks to be written "in-line"
where delegate values are expected.
Lambda Expressions provide a more concise, functional syntax
for writing anonymous methods. They end up being super useful when
writing LINQ query expressions - since they provide a very compact
and type-safe way to write functions that can be passed as arguments
for subsequent evaluation.