gistfile1.cs

namespace Test
{
  class Test
  {
    public delegate void MyDelegate();
    public void TestMethod()
    {
      TestMethod2( delegate()
	{
          goto outLabel;	    
	   outLabel:
	   System.Environment.Exit(0);
	});
    }
      public static void TestMethod2(MyDelegate md)
      {
	md.Invoke();
      }
    }
  } 

C:\Users\Blake\Temp>type test.cs
namespace Test
{
  class Test
  {
    public delegate void MyDelegate();
    public void TestMethod()
    {
      TestMethod2( delegate()
        {
          goto outLabel;
           outLabel:
               System.Environment.Exit(0);
            });
    }
      public static void TestMethod2(MyDelegate md)
      {
        md.Invoke();
      }
    }
  }
C:\Users\Blake\Temp>csc /target:library test.cs
Microsoft (R) Visual C# 2010 Compiler version 4.0.30319.1
Copyright (C) Microsoft Corporation. All rights reserved.


C:\Users\Blake\Temp>