C# 2.0 Threading Question (anonymous methods)

FileInfo[] files = (new DirectoryInfo(initialDirectory)).GetFiles();
   List<Thread> threads = new List<Thread>(files.Length);

   foreach (FileInfo f in files)
   {
       Thread t = new Thread(delegate()
       {
            Console.WriteLine(f.FullName);
       });
       threads.Add(t);
   }

   foreach (Thread t in threads)
       t.Start();

f.FullName

foreach (FileInfo f in files)
{
   Thread t = new Thread(delegate()
   {
        Console.WriteLine(f.FullName);
   });
   threads.Add(t);
   t.Start();
}

foreach (FileInfo f in files)
 {
     string filName = f.FullName;
     Thread t = new Thread(delegate()
                 { Console.WriteLine(filName); });
     t.Start();
 }

Thread t = new Thread(delegate()
    {
        string name = f.Name;
        Console.WriteLine(name);
    });