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Using C# Regular expressions how do i match the vertical bar as a literal?

I'm writing a program in C# using Microsoft Visual Studio, i need the program to match the vertical bar, but when I try to escape it like this "\|" it gives me an unrecognized escape sequence error. What am I doing wrong?

In C#
string test = "\|";
Is going to fail because this is a C# string escape sequence, and no such escape exists. Because you are trying to include a backslash in the string, you need to escape the slash so the string actually contains a slash:
string test = "\\|";
What will actually be stored in this string is \|

The reason you get an unrecognized escape sequence is that backslash is used as an escape character in C# string literals as well as in regex.
You have several choices to fix this:
Use verbatim literals, i.e. #"\|", or
Use a second escape inside a regular literal, i.e. "\\|", or
Use a character class, i.e. [|]
The third one is my personal favorite, because it does not require counting backslashes.

The string is treating "\|" as an escaped pipe in C#. Try "\|" to escape the \ so that the regex actually sees the \| you want.

C# Unrecognized escape sequence

I have following Regex on C# and its causing Error: C# Unrecognized escape sequence on \w \. \/ .
string reg = "<a href=\"[\w\.\/:]+\" target=\"_blank\">.?<img src=\"(?<imgurl>\w\.\/:])+\"";
Regex regex = new Regex(reg);
I also tried
string reg = #"<a href="[w./:]+" target=\"_blank\">.?<img src="(?<imgurl>w./:])+"";
But this way the string "ends" at href=" "-char
Can anyone help me please?

Use "" to escape quotations when using the # literal.

There are two escaping mechanisms at work here, and they interfere. For example, you use \" to tell C# to escape the following double quote, but you also use \w to tell the regular expression parser to treat the following W special. But C# thinks \w is meant for C#, doesn't understand it, and you get a compiler error.
For example take this example text:
<a href="file://C:\Test\Test2\[\w\.\/:]+">
There are two ways to escape it such that C# accepts it.
One way is to escape all characters that are special to C#. In this case the " is used to denote the end of the string, and \ denotes a C# escape sequence. Both need to be prefixed with a C# escape \ to escape them:
string s = "<a href=\"file://C:\\Test\\Test2\\[\\w\\.\\/:]+\">";
But this often leads to ugly strings, especially when used with paths or regular expressions.
The other way is to prefix the string with # and escape only the " by replacing them with "":
string s = #"<a href=""file://C:\Test\Test2\[\w\.\/:]+"">";
The # will prevent C# from trying to interpret the \ in the string as escape characters, but since \" will not be recognized then either, they invented the "" to escape the double quote.

Here's a better regex, yours is filled with problems:
string reg = #"<a href=""[\w./:]+"" target=""_blank"">.?<img src=""(?<imgurl>[\w./:]+)""";
Regex regex = new Regex(reg);
var m = regex.Match(#"http://www.yahoo.com""
target=""_blank"">http://flickr.com/something.jpg""");
Catches <a href="http://www.yahoo.com" target="_blank"><img src="http://flickr.com/something.jpg".
Problems with yours: Forward slashes don't need to be escaped, missing the [ bracket in the img part, putting the ) in the right position in the closing of the group.
However, as has been said many times, HTML is not structured enough to be caught by regex. But if you need to get something quick and dirty done, it will do.

Here's the deal. C# Strings recognize certain character combinations as specific special characters to manipulate strings. Maybe you are familiar with inserting a \n in a string to work as and End of Line character, for example?
When you put a single \ in a string, it will try to verify it, along with the next character, as one of these special commands, and will throw an error when its not a valid combination.
Fortunately, that does not prevent you from using backslashes, as one of those sequences, \\, works for that purpose, being interpreted as a single backslash.
So, in practice, if you substitute every backslash in your string for a double backslash, it should work properly.

\w gives me an error while using regular exprasions

I was using Regex and I tried to write:
Regex RegObj2 = new Regex("\w[a][b][(c|d)][(c|d)].\w");
Gives me this error twice, one for each appearance of \w:
unrecognized escape sequence
What am I doing wrong?

You are not escaping the \s in a non-verbatim string literal.
Solution: put a # in front of the string or double the backslashes, as per the C# rules for string literals.

Try to escape the escape ;)
Regex RegObj2 = new Regex("\\w[a][b][(c|d)][(c|d)].\\w");
or add a # (as #Dominic Kexel suggested)

There are two levels of potential escaping required when writing a regular expression:
The regular expression escaping (e.g. escaping brackets, or in this case specifying a character class)
The C# string literal escaping
In this case, it's the latter which is tripping you up. Either escape the \ so that it becomes part of the string, or use a verbatim string literal (with an # prefix) so that \ doesn't have its normal escaping meaning. So either of these:
Regex regex1 = new Regex(#"\w[a][b][(c|d)][(c|d)].\w");
Regex regex2 = new Regex("\\w[a][b][(c|d)][(c|d)].\\w");
The two approaches are absolutely equivalent at execution time. In both cases you're trying to create a string constant with the value
\w[a][b][(c|d)][(c|d)].\w
The two forms are just different ways of expressing this in C# source code.

The backslashes are not being escaped e.g. \\ or
new Regex(#"\w[a][b][(c|d)][(c|d)].\w");

what does \ do on non escape characters?

I asked another question poorly so i'll ask something else.
According to http://www.c-point.com/javascript_tutorial/special_characters.htm there are a few escape characters such as \n and \b. However / is not one of them. What happens in this case? (\/) is the \ ignored?
I have a string in javascript 'http:\/\/www.site.com\/user'. Not that this is a literal with ' so with " it would look like \\/ anyways i would like to escape this string thus the question on what happens on non 'special' escape characters.
And another question is if i had name:\t me (or "name:\\t me" is there a function to escape it so there is a tab? i am using C# and these strings come from a JSON file

According to Mozilla:
For characters not listed [...] a preceding backslash is ignored, but this usage is deprecated and
should be avoided.
https://developer.mozilla.org/en/JavaScript/Guide/Values%2c_Variables%2c_and_Literals#section_19
The \/ sequence is not listed but there're at least two common usages:
<1> It's required to escape literal slashes in regular expressions that use the /foo/ syntax:
var re = /^http:\/\//;
<2> It's required to avoid invalid HTML when you embed JavaScript code inside HTML:
<script type="text/javascript"><!--
alert('</p>')
//--></script>
... triggers: end tag for element "P" which is not open
<script type="text/javascript"><!--
alert('<\/p>')
//--></script>
... doesn't.

If a backslash is found before a character which is not meaningful as an escape sequence, it will be ignored, i.e. "\/" and "/" are the same string in Javascript.
The / character is the regular expression delimiter, so it only has to be escaped in a regex context:
/[a-z]/[0-9]/ // Invalid.
/[a-z]\/[0-9]/ // Matches a lowercase letter, followed by a slash,
// followed by a digit.
Finally, if you want to collapse a backslash followed by a character into the corresponding escape sequence, you'll have to replace the whole expression:
string expr = "name:\\t me"; // Backslash followed by `t`.
expr = expr.Replace("\\t", "\t"); // Tab character.

\ is evaluated as \ if \ + next character is not an escape sequence.
examples:
\t -> escape sequence t -> tab
\\t -> escape \ and t -> \t
\\ -> escape sequence \ -> \
\c -> \c (not an escape sequence)
\a -> escape sequence a -> ???
Note that there are escape sequences also on completely weird symbols, so be careful. IMHO there is no good standard between languages and operating systems.
And actually, its even more non-stardard: in basic C '\y' -> y + warning, not \y. So this is very language dependent, be careful. (disregard my comment below).
br,
Juha
edit: What language are you using?= Java and c have slightly different behavior.
C and java seem to have the same escapes and python has different:
http://en.csharp-online.net/CSharp_FAQ:_What_are_the_CSharp_character_escape_sequences
http://www.cerritos.edu/jwilson/cis_182/language_resources/java_escape_sequences.htm
http://www.java2s.com/Code/Python/String/EscapeCodesbtnar.htm

In C# you can use the backslash character to tell the compiler what you really want. After compiling though, these escape characters do not exist.
If you use string myString = "\t"; the string will actually contain a TAB character, not just represent one. You can test this by checking myString.Length which is 1.
If you want to send the characters "backslash" and "t" to your JSON client however, you'll have to tell the compiler to keep his hands off the backslash, by escaping the backslash:
string myString = "\\t"; will result in a string of two characters, the "backslash" and the "t".
Things get messy if you have to cross multiple layers of escaping and unescaping, try to debug through these layers to see what's really happening under the hood.

How do I specify a wildcard (for ANY character) in a c# regex statement?

Trying to use a wildcard in C# to grab information from a webpage source, but I cannot seem to figure out what to use as the wildcard character. Nothing I've tried works!
The wildcard only needs to allow for numbers, but as the page is generated the same every time, I may as well allow for any characters.
Regex statement in use:
Regex guestbookWidgetIDregex = new Regex("GuestbookWidget(' INSERT WILDCARD HERE ', '(.*?)', 500);", RegexOptions.IgnoreCase);
If anyone can figure out what I'm doing wrong, it would be greatly appreciated!

The wildcard character is ..
To match any number of arbitrary characters, use .* (which means zero or more .) or .+ (which means one or more .)
Note that you need to escape your parentheses as \\( and \\). (or \( and \) in an #"" string)

On the dot
In regular expression, the dot . matches almost any character. The only characters it doesn't normally match are the newline characters. For the dot to match all characters, you must enable what is called the single line mode (aka "dot all").
In C#, this is specified using RegexOptions.Singleline. You can also embed this as (?s) in the pattern.
References
regular-expressions.info/The Dot Matches (Almost) Any Character
On metacharacters and escaping
The . isn't the only regex metacharacters. They are:
( ) { } [ ] ? * + - ^ $ . | \
Depending on where they appear, if you want these characters to mean literally (e.g. . as a period), you may need to do what is called "escaping". This is done by preceding the character with a \.
Of course, a \ is also an escape character for C# string literals. To get a literal \, you need to double it in your string literal (i.e. "\\" is a string of length one). Alternatively, C# also has what is called #-quoted string literals, where escape sequences are not processed. Thus, the following two strings are equal:
"c:\\Docs\\Source\\a.txt"
#"c:\Docs\Source\a.txt"
Since \ is used a lot in regular expression, #-quoting is often used to avoid excessive doubling.
References
regular-expressions.info/Metacharacters
MSDN - C# Programmer's Reference - string
On character classes
Regular expression engines allow you to define character classes, e.g. [aeiou] is a character class containing the 5 vowel letters. You can also use - metacharacter to define a range, e.g. [0-9] is a character classes containing all 10 digit characters.
Since digit characters are so frequently used, regex also provides a shorthand notation for it, which is \d. In C#, this will also match decimal digits from other Unicode character sets, unless you're using RegexOptions.ECMAScript where it's strictly just [0-9].
References
regular-expressions.info/Character Classes
MSDN - Character Classes - Decimal Digit Character
Related questions
.NET regex: What is the word character \w
Putting it all together
It looks like the following will work for you:
#-quoting digits_ _____anything but ', captured
| / \ / \
new Regex(#"GuestbookWidget\('\d*', '([^']*)', 500\);", RegexOptions.IgnoreCase);
\/ \/
escape ( escape )
Note that I've modified the pattern slightly so that it uses negated character class instead of reluctance wildcard matching. This causes a slight difference in behavior if you allow ' to be escaped in your input string, but neither pattern handle this case perfectly. If you're not allowing ' to be escaped, however, this pattern is definitely better.
References
regular-expressions.info/An Alternative to Laziness and Capturing Groups