C#: anonymous lambda in a loop

LoopWithAnoymousLambda.cs

        static void LoopWithAnoymousLambda()
        {
            List<Action> methodList = new List<Action>();
            for (int i = 0; i < 5; i++)
            {
                methodList.Add(
                    () =>
                        Console.WriteLine(i)
                );
            }
            foreach (Action method in methodList)
            {
                method();
            }
        }