My next whirlwind C# tour screencast is up. Whirlwind 2: What's new in C# 2 - Iterators is now on Channel 9 for your viewing pleasure. In just nine minutes you can learn what iterators are and what problem they address. Get down. Get funky.
Resources
Iterators, C# Programming Guide, MSDN Library
yield, C# Reference, MSDN Library
Create Elegant Code With Anonymous Methods, Iterators, And Partial Classes, Juval Löwy, MSDN Magazine, Visual Studio 2005 Guided Tour issue, 2006 (Vol. 21, No. 3)
Fun with Iterators and state machines, Under The Hood - Matt Pietrek (blog). Focus on the cool compiler and runtime magic that makes iterators possible. Based on prereleased Whidbey bits, but you get the idea.
Iterators with C#2, Patrick Smacchia, TheServerSide.net.
Using C# 2.0 iterators to simplify writing asynchronous code part 1 and part 2, Michael Entin's notebook (blog). Stretch your mind: using iterators to implement the .NET asynch pattern.
Previous episodes
Whirlwind 1: What's new in C# 2 - Generics (notes)