for(int ix = 0; ix < 20; ix++)
{
    var socket = new Socket(AddressFamily.InterNetwork,
                            SocketType.Dgram, ProtocolType.Udp);
    socket.Bind(new IPEndPoint(IPAddress.Any, ix+6000));
    var e = new SocketAsyncEventArgs();
    e.Completed+=OnReceive;
    e.SetBuffer(buffer, ix*1024*1024, 1024*1024);
    socket.ReceiveFromAsync(e);
    _sockets.Add(socket);
}

static void OnReceive(object sender, SocketAsyncEventArgs e)
{
    Console.WriteLine("Received {0} bytes", e.BytesTransfered);
    if(!((Socket)sender).ReceiveFromAsync(e))
        e_Completed(sender, e);
}

private static BlockingCollection<byte[]> _received = new ...

static void OnReceive(object sender, SocketAsyncEventArgs e) {
    byte[] data = new byte[e.BytesTransfered];
    Array.Copy(e.buffer, e.Offset, data, 0, e.BytesTransfered);
    _received.Add(data)
    ...
}

var parallelOptions = new ParalellOptions { MaxDegreeOfParallelism = 3 };
Parallel.ForEach(_received.GetConsumingPartitioner(),
                parallelOptions,
                data => {
                    // do processing
                    ...
                });