gistfile1.cs

            query.Subscribe(x =>
            {
                Task.Factory.StartNew(() =>
                {
                    if (IsAvailable(x))
                        proxyQueue.Enqueue(x);
                }, TaskCreationOptions.LongRunning);
            });

Snad jsme tě pochopil, ten kód by šel samozřejmě vylepšit přes RXX

using System;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Linq;
using System.Net;
using System.Reactive;
using System.Text;
using System.Reactive.Linq;

namespace AlesRX
{
class Program
{
static void Main(string[] args)
{

  var proxyQueue = new ConcurrentQueue<Uri>();
  var query = new List<Uri>
                {
                  new Uri("http://twitter.com"),
                  new Uri("http://google.com"),
                  new Uri("http://alesXYZFAIL.com"),
                }.ToObservable();

var currentRequestResults = from uri in query
let request = WebRequest.Create(uri)
from result in Observable.FromAsyncPattern(request.BeginGetResponse, ar =>
{
request.EndGetResponse(ar);
return true;
})()
.Catch<bool, WebException>(_ => Observable.Return(false))
select new
{
Uri = uri,
Result = result
};

  currentRequestResults.Where(newResult => newResult.Result)
                       .Subscribe((newResult) =>
                                    {
                                      Console.WriteLine(newResult.Uri);
                                      proxyQueue.Enqueue(newResult.Uri);
                                    });

  Console.ReadLine();
}

}
}