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remove lambda expression from PropertyChanged (equivalent of p.PropertyChanged -= (s,a) => { ... })

I have a class that implements PropertyChanged. I do something similar to this to subscribe to it:
p.PropertyChanged += (s, a) => {
switch ( a.PropertyName) {
...
}
}
How can I later unsubscribe the above code from the p.PropertyChanged ?
Equivalent of (which clearly won't work):
p.PropertyChanged -= (s, a) => {
switch ( a.PropertyName) {
...
}
}

You must put it in a variable:
PropertyChangedEventHandler eventHandler = (s, a) => {
...
};
// ...
// subscribe
p.PropertyChanged += eventHandler;
// unsubscribe
p.PropertyChanged -= eventHandler;
From the docs:
It is important to notice that you cannot easily unsubscribe from an event if you used an anonymous function to subscribe to it. To unsubscribe in this scenario, it is necessary to go back to the code where you subscribe to the event, store the anonymous method in a delegate variable, and then add the delegate to the event. In general, we recommend that you do not use anonymous functions to subscribe to events if you will have to unsubscribe from the event at some later point in your code.

As an addition to #Sweeper's answer, you can accomplish the same using event handler method, without the burden of lambda expressions:
private void OnPropertyChanged(object sender, PropertyChangedEventArgs e)
{
switch (e.PropertyName)
{
...
}
}
Which you can then use to subscribe to the PropertyChanged event:
p.PropertyChanged += OnPropertyChanged;
And to unsubscribe:
p.PropertyChanged -= OnPropertyChanged;
Additional info from the docs:
To respond to an event, you define an event handler method in the event receiver. This method must match the signature of the delegate for the event you are handling. In the event handler, you perform the actions that are required when the event is raised, such as collecting user input after the user clicks a button. To receive notifications when the event occurs, your event handler method must subscribe to the event.

How to call all event handlers concurrently bind to an event

Couple of days ago I faced a question that How to call all the Event handler bind to an event in parallel.
My questions are:
how to get the list of all the event handler bound to an event?
while I would be calling all the event handlers, no one should be able to add a new event handler to that event. So, basically I need to acquire lock while I am calling event handler. So, how to address this issue in c#?

To get the list of all listeners bound to an event, use GetInvocationList
Since delegates are immutable, all you have to do is grab a reference to the delegate itself. If someone adds a listener to the shared event, a new one will be created - and the one you're iterating over will remain unchanged. No locks required.
EventHandler handler = OnEvent;
if (handler != null)
{
Parallel.ForEach(handler.GetInvocationList(),
del => del.DynamicInvoke(this, EventArgs.Empty));
}

Do you mean getting the invocation list?
var handler = MyHandler;
if (handler != null)
{
var invocationList = handler.GetInvocationList();
foreach (EventHandler receiver in invocationList)
receiver.BeginInvoke(this, EventArgs.Empty, null, null);
}
you can simply lock the invocation by using a lock(_myLock) statement around that codeblock.

C# Delegates and Events design help

I have some code in my project that saves an object to the database, once this is done I want it to call a series of other methods.
I was thinking about allowing other methods to subscribe to this event so I can add more as I need to. The idea I had for this was to create an array of Delegates allowing other methods to register, then when the object had been saved it could loop through the delegates and call each one.
Would this be bad practise or is there a better way of doing this?
Thanks

Event delegates are multicast, which means that they can hold references to more than one event handling method - see the MSDN documentation for Delegate and MulticastDelegate.
The syntax for subscribing to an event gives a clue:
MyEvent += MyHandler; // subscribe to an event
MyEvent -= MyHandler; // unsubscribe from an event

You can subscribe as many delegates as you want to a single event. Under the hood .Net keeps these as an ordered collection anyway.
The standard pattern for this is:
//in your class
public EventHandler<MyEvtArgs> MyEvent;
protected void OnMyEvent ( MyEvtArgs args ) {
if(MyEvent != null) //make sure there is at least 1 subscriber
MyEvent(this, args);
}
Then to call this:
var myInstance = new MyClass();
// all of these can convert to EventHandler<MyEvtArgs> (object, MyEvtArgs)
myInstance.MyEvent += (sender, e) => { /* do something 1 */ };
myInstance.MyEvent += (sender, e) => { /* do something 2 */ };
myInstance.MyEvent += localMethod;
Now when your protected OnMyEvent method is called inside your class all of these events will fire - in order.
You can also remove items from this collection:
myInstance.MyEvent -= localMethod;

You don't need an array. Just let anyone subscribe to one.

You can use a normal event for this. The runtime will handle looping over all fields.
public event EventHandler<EventArgs> WritingToDatabaseFinished;
protected void OnWritingToDatabaseFinished(EventArgs args)
{
EventHandler<EvetnArgs> handler = WritingToDatabaseFinished;
if (handler != null)
{
handler(this, args);
}
}
Your code calls
OnWritingToDatabaseFinished(args);
All methods that want to be informed have to register to the event:
WritingToDatabaseFinished += new EventHandler<EventArgs>(handlermethod);
Every handler that has been registered in the above way will be called when you call OnWritingToDatabaseFinished.

All you need is a multicast delegate. You don't need an array at all. You use += to add a reference to the delegate, and a -= to remove the reference.
I would recommend that you look at using a weak event handler instead. Take a look at this link to see why you'd use a weak event instead of a weak delegate.

Delegates are already multicast, so no need for a delegate array. Now, the recommended way of adding event support to your class is:
Add a public delegate (this will be your event handler)
public delegate void DatabaseEventHandler(object sender, DatabaseEventArgs e);
Add a public event, of your delegate type.
public event DatabaseEventHandler DatabaseDone;
Now, the event should send 2 parameters. The sender (this, usually), and the EventArgs. You should create a new class from System.EventArgs, and send the appropriate information within that class.

C# - anonymous functions and event handlers

I have the following code:
public List<IWFResourceInstance> FindStepsByType(IWFResource res)
{
List<IWFResourceInstance> retval = new List<IWFResourceInstance>();
this.FoundStep += delegate(object sender, WalkerStepEventArgs e)
{
if (e.Step.ResourceType == res) retval.Add(e.Step);
};
this.Start();
return retval;
}
Notice how I register my event member (FoundStep) to local in-place anonymous function.
My question is: when the function 'FindStepByType' will end - will the anonymous function be removed automatically from the delegate list of the event or I have to manually remove it before steping out the function? (and how do I do that?)
I hope my question was clear.

Your code has a few problems (some you and others have identified):
The anonymous delegate cannot be removed from the event as coded.
The anonymous delegate will live longer than the life of the method calling it because you've added it to FoundStep which is a member of this.
Every entry into FindStepsByType adds another anonymous delegate to FoundStep.
The anonymous delegate is a closure and effectively extends the lifetime of retval, so even if you stop referencing retval elsewhere in your code, it's still held by the anonymous delegate.
To fix this, and still use an anonymous delegate, assign it to a local variable, and then remove the handler inside a finally block (necessary in case the handler throws an exception):
public List<IWFResourceInstance> FindStepsByType(IWFResource res)
{
List<IWFResourceInstance> retval = new List<IWFResourceInstance>();
EventHandler<WalkerStepEventArgs> handler = (sender, e) =>
{
if (e.Step.ResourceType == res) retval.Add(e.Step);
};
this.FoundStep += handler;
try
{
this.Start();
}
finally
{
this.FoundStep -= handler;
}
return retval;
}
With C# 7.0+ you can replace the anonymous delegate with a local function, achieving the same effect:
public List<IWFResourceInstance> FindStepsByType(IWFResource res)
{
var retval = new List<IWFResourceInstance>();
void Handler(object sender, WalkerStepEventArgs e)
{
if (e.Step.ResourceType == res) retval.Add(e.Step);
}
FoundStep += Handler;
try
{
this.Start();
}
finally
{
FoundStep -= Handler;
}
return retval;
}

Below is approach about how unsubscribe event in anonymous method:
DispatcherTimer _timer = new DispatcherTimer();
_timer.Interval = TimeSpan.FromMilliseconds(1000);
EventHandler handler = null;
int i = 0;
_timer.Tick += handler = new EventHandler(delegate(object s, EventArgs ev)
{
i++;
if(i==10)
_timer.Tick -= handler;
});
_timer.Start();

No, it will not be removed automatically. In this sense, there's not a difference between an anonymous method and a "normal" method. If you want, you should manually unsubscribe from the event.
Actually, it'll capture other variables (e.g. res in your example) and keep them alive (prevents garbage collector from collecting them) too.

When using an anonymous delegate (or a lambda expression) to subscribe to an event does not allow you to easily unsubscribe from that event later. An event handler is never automatically unsubscribed.
If you look at your code, even though you declare and subscribe to the event in a function, the event you are subscribing to is on the class, so once subscribed it will always be subscribed even after the function exits. The other important thing to realize is that each time this function is called, it will subscribe to the event again. This is perfectly legal since events are essentially multicast delegates and allow multiple subscribers. (This may or may not be what you intend.)
In order to unsubscribe from the delegate before you exit the function, you would need to store the anonymous delegate in a delegate variable and add the delegate to the event. You should then be able to remove the delegate from the event before the function exits.
For these reasons, if you will have to unsubscribe from the event at some later point it is not recommended to use anonymous delegates. See How to: Subscribe to and Unsubscribe from Events (C# Programming Guide) (specifically the section titled "To subscribe to events by using an anonymous method").

How do I deregister an anonymous handler?

C# 2.0 has a neat feature called anonymous functions. This is intended to be used mostly with events:
Button.Click += delegate(System.Object o, System.EventArgs e)
{ System.Windows.Forms.MessageBox.Show("Click!"); };
Now, suppose that Button is a static member, then adding delegates to it would count as unmanaged resources. Normally, I would have to deregister the handler before regestring it again. This is a pretty common use case for GUI programming.
What are the guidelines with anonymous functions? Does the framework deregrister it automatically? If so, when?

No, anonymous functions will not get deregistered automatically. You should make sure to do it yourself, if the event should not be hooked up for the whole lifetime of your application.
To do this, of course, you would have to store the delegate reference, to be able to de-register it.
Something like:
EventHandler handler = delegate(System.Object o, System.EventArgs e)
{ System.Windows.Forms.MessageBox.Show("Click!"); };
Button.Click += handler;
// ... program code
Button.Click -= handler;
Also, see this question.

If I recall correctly (and I can recall where I read this) inline anonymous delegates cannot be removed.
You would need to assign to a (static) delegate field.
private static EventHandler<EventArgs> myHandler = (a,b) => { ... }
myButton.Click += myhandler;
...
myButton.Click -= myHandler;