Great article from Dustin Campbell on implementing Map, Filter, and Reduce from the functional programming world using C# 2.0. His explanations of the concepts are great, although he notes that there are limited implementations of Map and Filter already in .NET (but not Reduce):

Filter ≈ Array.FindAll() and List.FindAll(). Map ≈ Array.ConvertAll() and List.ConvertAll().

He also has a follow up in C# 3.0 using lambda functions. Found courtesy of Oren.