gistfile1.cs

using System;
using System.Threading;
using System.Threading.Tasks;
using System.Windows.Forms;

namespace WindowsFormsApplication1
{
  public partial class Form1 : Form
	{
		public Form1()
		{
			InitializeComponent();
		}

		private void button1_Click(object sender, EventArgs e)
		{
			ThreadPool.QueueUserWorkItem((_) =>
			{
				int originalThread;
				Task<int> task = Task.Factory.StartNew<int>(() => Thread.CurrentThread.ManagedThreadId);
				for(;;)
					task = task.ContinueWith( prevT => VerifySameThread( prevT.Result, Thread.CurrentThread.ManagedThreadId ) );
			}, null);
		}

		private int VerifySameThread(int a, int b)
		{
			if (a != b)
				Invoke(new Action(() => MessageBox.Show(string.Format("Previous callback's thread was {0}, current thread is {1}", a, b))));
			return b;
		}
	}
}