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    <p>Yes, the callback is guaranteed to be called. The callback is what permits asynchronous code using the <code>Begin*</code> / <code>End*</code> pattern to be written in a continuation-passing style.</p> <p>You must call the corresponding <code>End*</code> method in your callback (normally, the first thing in the callback), however. It is how the asynchronous method signals an exception that may have occurred during the call, for one thing, as well as the way to get a result out (if any).</p> <p>Coding the asynchronous pattern using anonymous delegates when using C# 2.0 is sometimes more elegant, and permits writing of the post-call continuation close to the initiation of the call, as well as permitting much easier data sharing through captured variables, providing that appropriate synchronization measures are used.</p> <p>Ref: <a href="http://msdn.microsoft.com/en-us/library/ms228972.aspx" rel="nofollow noreferrer"><a href="http://msdn.microsoft.com/en-us/library/ms228972.aspx" rel="nofollow noreferrer">http://msdn.microsoft.com/en-us/library/ms228972.aspx</a></a>:</p> <blockquote> <p>Applications that can do other work while waiting for the results of an asynchronous operation should not block waiting until the operation completes. Use one of the following options to continue executing instructions while waiting for an asynchronous operation to complete:</p> <ul> <li>Use an AsyncCallback delegate to process the results of the asynchronous operation in a separate thread. This approach is demonstrated in this topic. </li> </ul> <p>[...]</p> </blockquote>
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