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copied!<p>Aha! The <a href="http://channel9.msdn.com/posts/J.Van.Gogh/Reactive-Extensions-API-in-depth-Zip/" rel="nofollow noreferrer"><code>Zip</code> screencast</a> that I mentioned in the P.S. gave me a vital clue: <code>Zip</code> "remembers" items to account for the fact that items may arrive from one observable sooner than from the other. I'll attempt an answer to my question, I hope someone can correct me if I'm wrong.</p> <p><code>Zip</code> pairs up inputs from two observable sequences like this (letters and digits are "events"):</p> <pre><code>mm ----A---------B-------C------D-----------E-----> | | | | | | | | | | mm.Skip(1) ----+---------1-------2------3-----------4-----> | | | | | | | | | | mm.Zip(mm.Skip(1), ...) ----+--------A,1-----B,2----C,3---------D,4----> </code></pre> <p>And it indeed has to do internal buffering. In the code that I posted, <code>mm</code> is the real, "live" observable. <code>mm.Skip(1)</code> is something like a state machine derived from it. Alex Paven's answer briefly explains how this works.</p> <p>So, <code>mm.Zip(mm.Skip(1), ...)</code> does indeed look at <code>mm</code> twice, once directly, and once through the <code>Skip(n)</code> filter. And because observables aren't repeatable sequences, it does internal buffering to account for the fact that one sequence will yield items sooner than the other.</p> <p>(I quickly glanced at the Rx source with .NET Reflector and indeed, <code>Zip</code> involves a <code>Queue</code>.)</p>

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