http://xin9le.blogspot.jp/2011/08/tpl-9.html を少し可視化

Program.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Threading;
using System.Collections.Concurrent;

namespace ConsoleApplication1
{
  class Program
  {
    static void Main()
    {
      Console.WriteLine("Begin");
      var tasks = new[]
        {
          Task.Factory.StartNew(() => {
            Console.WriteLine("Task1 is running");
            Thread.Sleep(1000);
            Console.WriteLine("Task1 is finished");
          }),
          Task.Factory.StartNew(() => {
            Console.WriteLine("Task2 is running");
            Thread.Sleep(2000);
            Console.WriteLine("Task2 is finished");
          }),
          Task.Factory.StartNew(() => {
            Console.WriteLine("Task3 is running");
            Thread.Sleep(3000);
            Console.WriteLine("Task3 is finished");
          }),
        };
      var index = Task.WaitAny(tasks);
      Console.WriteLine(index);
      Console.WriteLine("End Any");

      Task.WaitAll(tasks);
      Console.WriteLine("End All");
    }
  }
}