The namespace System.Reactive.Linq contains the static class Observable which defines all the extension methods for common reactive combinators. It resides in System.Reactive.dll
The extension methods for IObservable<T>.Subscribe such as Subscribe(onNext), Subscribe(onNext, onError) are however defined in mscorlib in the static class System.ObservableExtensions.
tl;dr:
- For Rx/Observable extension methods you need to import
System.Reactive.Linq=using System.Reactive.Linq; - For Subscribe overloads you need to import
System=using System;