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How to write a wrapper around an asynchronous method?
public static void DownloadString(this Uri uri, Action<string> action)
{
    if (uri == null) throw new ArgumentNullException("uri");
    if (action == null) throw new ArgumentNullException("action");

    var webclient = new WebClient();

    DownloadStringCompletedEventHandler handler = null;
    handler = (s, e) =>
    {
        var result = e.Result;
        webclient.DownloadStringCompleted -= handler;
        webclient.Dispose();
        action(result);
    };

    webclient.DownloadStringCompleted += handler;
    webclient.DownloadStringAsync(uri);
}

var uri = new Uri("http://someplace.com/books.json");
uri.DownloadString(t =>
{
    // Do something with the string
});

public void GetBooks(Uri uri, Action<List<Books>> action)
{
    if (action == null) throw new ArgumentNullException("action");
    uri.DownloadString(t =>
    {
        var books = ParseJSON(t);
        action(books);
    });
}

this.GetBooks(new Uri("http://someplace.com/books.json"), books =>
{
    // Do something with `List<Books> books`
});

void ParseJSON(string text, Action<List<Books>> action)

var uri = new Uri("http://someplace.com/books.json");
uri.DownloadString(t => ParseJSON(t, books =>
{
    // Do something with `List<Books> books`
    // `string t` is also in scope here
}));

public static void DownloadString(
    this Uri uri,
    Action<string> action,
    Action<Exception> exception)
{
    if (uri == null) throw new ArgumentNullException("uri");
    if (action == null) throw new ArgumentNullException("action");

    var webclient = (WebClient)null;

    Action<Action> catcher = body =>
    {
        try
        {
            body();
        }
        catch (Exception ex)
        {
            ex.Data["uri"] = uri;
            if (exception != null)
            {
                exception(ex);
            }
        }
        finally
        {
            if (webclient != null)
            {
                webclient.Dispose();
            }
        }
    };

    var handler = (DownloadStringCompletedEventHandler)null;
    handler = (s, e) =>
    {
        var result = (string)null;
        catcher(() =>
        {
            result = e.Result;
            webclient.DownloadStringCompleted -= handler;
        });
        action(result);
    };

    catcher(() =>
    {
        webclient = new WebClient();
        webclient.DownloadStringCompleted += handler;
        webclient.DownloadStringAsync(uri);
    });
}

public static void DownloadString(this Uri uri, Action<string> action)
{
    uri.DownloadString(action, null);
}

var uri = new Uri("http://someplace.com/books.json");
uri.DownloadString(t => ParseJSON(t, books =>
{
    // Do something with `List<Books> books`
}), ex =>
{
    // Do something with `Exception ex`
});

ThreadPool.QueueUserWorkItem(DoWork);
public void DoWork(){
    //Just remember that this code happens in a seperate thread so don't update
    //the UI. It will throw an exception. You would need to call
    //Form.BeginInvoke(UpdateFunction) in order to update the UI
    DoSomethingInteresting();
}