Pedant. You can do stuff like currying and partial application, too.
Anyway, like I said, C# 3.0 has FP-ish elements, but I agree they're all pretty much syntactic sugar. Which is why I've got F# to play with too, because it's proper functional, being a .NET CLR implementation of CaML. You can actually do defines which allow mutable variables, but immutable is the default. And it does proper function list handling, without stacks and all that nonsense.