You might be converting your normal foreach loop over to use the Parallel.ForEach syntax to improve performance in a thread safe loop.
You also probably have some break and continue statements.
Well, it took me a few to figure out how to deal with these. Turns out, it is simple.
When you converted your loop into a compatible definition for the Parallel.Foreach logic, you ended up making the statement body a lambda, right. Well, that is an action that gets called by the Parallel function.
So, pretend it is a method. When you are done, you just return. So, replace your continues and breaks with return statements.
Easy, right? Requires the mental shift from built in operators, to library function calls.