VerboseYetEquivalent.cs

public class Environment
{
    public string name;
    //As well as one field for each of the
    //original loop's local variables, if
    //there were any...
}

public class Greeter
{
    private readonly Environment _environment;

    public Greeter(Environment environment)
    {
        _environment = environment;
    }

    public string Execute()
    {
        return "Hello, " + _environment.name + "!";
    }
}

static void Main(string[] args)
{
    var delayedGreetings = new List<Greeter>();

    {
        using (var e = ((IEnumerable<string>)new[] { "Larry", "Moe", "Curly" }).GetEnumerator())
        {
            var environment = new Environment();
            while (e.MoveNext())
            {
                environment.name = e.Current;
                delayedGreetings.Add(new Greeter(environment));
            }
        }
    }

    //Some time later...
    foreach (var greeting in delayedGreetings)
        Console.WriteLine(greeting.Execute());

    Console.ReadLine();
}