In a simple Windows Forms application (such as the one created by the Visual Studio.NET application wizard), all forms and controls execute on the same thread – the primordial thread used to launch the application by calling Main() – so those forms and controls can freely call each other’s methods.
When a Windows Forms window invokes a call asynchronously (using a delegate) that call executes on a worker thread from the thread pool, not the thread that created the window. The completion callback method is also executed on the worker thread. As a result, the completion callback method should never update the user interface directly because that would be calling a Windows Forms form or control on a different thread from the thread that created it. Similarly, progress reports triggered by the worker thread are not allowed to directly update controls such as a progress bar. In all these cases, you must marshal the call from the worker thread to the user interface thread. This is exactly what the interface ISynchronizeInvoke interface, defined in the System.ComponentModel namespace is designed to do.
没想到在IssueVision里会带有这样好文章，对异步处理分析得颇透彻，在C# 1.1实现了C# 2.0的功能，对内在的机制也做了详细的分析。