There is the C# 5 CTP, which performs a continuation-passing-style transformation over methods declared with the new async keyword, and continuation-passing based calls when using the await keyword.
This is not actually a new CLR feature but rather a set of directives for the compiler to perform the CPS transformation over your code and a handful of library routines for manipulating and scheduling continuations. Activation records for async methods are placed on the heap instead of the stack, so they’re not tied to a specific thread.