I was asked to explain the ugly thing and advantages of anonymous method.

I explained possibly

Ugly thing

anonymous methods turning quickly into spaghetti code.

Advantages

We can produce thread safe code using anonymous method :Example

static List<string> Names = new List<string>(
  new string[] {
    "Jon Skeet",
    "Marc Gravell",
    "David",
    "Bill  Gates"
  });

static List<string> FindNamesStartingWith(string startingText)
{
  return Names.FindAll(
    delegate(string name)
    {
      return name.StartsWith(startingText);
    });
}

But really i did not know whether it is thread safe or not.I was asked to justify it. Can any one help me to understand (1) advantages of anonymous methods (2) Is the above code thread safe or not?