MyClass.cs

using System;

namespace ClassLibrary
{
    public interface IDependency
    {
        void SomeMethod(string s);
    }

    public class MyClass
    {
        private readonly IDependency dependency;
        private readonly Func<IUnitOfWork> startNewUnitOfWork;

        public MyClass(IDependency dependency,
            Func<IUnitOfWork> startNewUnitOfWork)
        {
            this.dependency = dependency;
            this.startNewUnitOfWork = startNewUnitOfWork;
        }

        public void DoWork()
        {
            using (var uow = startNewUnitOfWork())
            {
                uow.Begin(() => dependency.SomeMethod("hi"));
            }
        }
    }
}

MyClassTests.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

using NUnit.Framework;
using Rhino.Mocks;

namespace ClassLibrary
{
    [TestFixture]
    public class MyClassTests
    {
        [Test]
        public void TestDoWork()
        {
            var dependency = MockRepository.GenerateMock<IDependency>();
            dependency.Expect(d => d.SomeMethod("hi"));

            var uow = UnitOfWorkTestHelper.GetCommitted();

            var sut = new MyClass(dependency, uow.UowProvider);
            sut.DoWork();

            dependency.VerifyAllExpectations();
            uow.VerifyAllExpectations();
        }

    }

}

UnitOfWork.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using NHibernate;
using NHibernate.Context;

namespace ClassLibrary
{
    public interface IUnitOfWork : IDisposable
    {
        void Begin();
        void Commit();
        void RollBack();
    }

    //Implementation
    public class UnitOfWork : IUnitOfWork
    {
        private readonly ISessionFactory sessionFactory;
        private ISession currentSession;
        private ITransaction currentTransaction;

        public UnitOfWork(ISessionFactory sessionFactory)
        {
            this.sessionFactory = sessionFactory;
        }

        public void Begin()
        {
            currentSession = sessionFactory.OpenSession();
            CurrentSessionContext.Bind(currentSession);
            currentTransaction = currentSession.BeginTransaction();
        }

        public void Commit()
        {
            currentTransaction.Commit();
            CurrentSessionContext.Unbind(sessionFactory);
        }

        public void RollBack()
        {
            currentTransaction.Rollback();
            CurrentSessionContext.Unbind(sessionFactory);
        }

        public void Dispose()
        {
            currentTransaction.Dispose();
            currentSession.Dispose();
        }

    }
}

UnitOfWorkHelpers.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace ClassLibrary
{
    public static class UnitOfWorkHelpers
    {
        public static void Begin(this IUnitOfWork uow, Action action)
        {
            uow.Begin();
            try
            {
                action.Invoke();
                uow.Commit();
            }
            catch (Exception)
            {
                uow.RollBack();
                throw;
            }
        }

    }
}

UnitOfWorkTestHelper.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

using Rhino.Mocks;

namespace ClassLibrary
{
    public class UnitOfWorkTestHelper
    {
        public readonly Func<IUnitOfWork> UowProvider;
        public readonly IUnitOfWork Uow;

        private UnitOfWorkTestHelper()
        {
            Uow = MockRepository.GenerateMock<IUnitOfWork>();

            UowProvider = MockRepository.GenerateMock<Func<IUnitOfWork>>();
            UowProvider.Expect(u => u.Invoke())
                .Return(Uow);
        }

        public void VerifyAllExpectations()
        {
            Uow.VerifyAllExpectations();
            UowProvider.VerifyAllExpectations();
        }

        public static UnitOfWorkTestHelper GetCommitted()
        {
            var uow = new UnitOfWorkTestHelper();
            uow.Uow.Expect(u => u.Begin());
            uow.Uow.Expect(u => u.Commit());
            uow.Uow.Expect(u => u.Dispose());

            return uow;
        }

        public static UnitOfWorkTestHelper GetRolledBack()
        {
            var uow = new UnitOfWorkTestHelper();
            uow.Uow.Expect(u => u.Begin());
            uow.Uow.Expect(u => u.RollBack());
            uow.Uow.Expect(u => u.Dispose());

            return uow;
        }

    }
}

ValueEqualityHelpers.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace ClassLibrary
{
    public static class ValueEqualityHelpers
    {
        public static bool ValueEquals(this Delegate expected, Delegate actual)
        {
            if (expected.Target != actual.Target)
                return false;

            var firstMethodBody = expected.Method.GetMethodBody().GetILAsByteArray();
            var secondMethodBody = actual.Method.GetMethodBody().GetILAsByteArray();

            if (firstMethodBody.Length != secondMethodBody.Length)
                return false;

            for (var i = 0; i < firstMethodBody.Length; i++)
            {
                if (firstMethodBody[i] != secondMethodBody[i])
                    return false;
            }

            return true;
        }

    }
}