C# Creating an array of arrays

What you need to do is this:

int[] list1 = new int[4] { 1, 2, 3, 4};
int[] list2 = new int[4] { 5, 6, 7, 8};
int[] list3 = new int[4] { 1, 3, 2, 1 };
int[] list4 = new int[4] { 5, 4, 3, 2 };

int[][] lists = new int[][] {  list1 ,  list2 ,  list3 ,  list4  };

Another alternative would be to create a List<int[]> type:

List<int[]> data=new List<int[]>(){list1,list2,list3,list4};

The problem is that you are attempting to define the elements in lists to multiple lists (not multiple ints as is defined). You should be defining lists like this.

int[,] list = new int[4,4] {
 {1,2,3,4},
 {5,6,7,8},
 {1,3,2,1},
 {5,4,3,2}};

You could also do

int[] list1 = new int[4] { 1, 2, 3, 4};
int[] list2 = new int[4] { 5, 6, 7, 8};
int[] list3 = new int[4] { 1, 3, 2, 1 };
int[] list4 = new int[4] { 5, 4, 3, 2 };

int[,] lists = new int[4,4] {
 {list1[0],list1[1],list1[2],list1[3]},
 {list2[0],list2[1],list2[2],list2[3]},
 etc...};

I think you may be looking for Jagged Arrays, which are different from multi-dimensional arrays (as you are using in your example) in C#. Converting the arrays in your declarations to jagged arrays should make it work. However, you'll still need to use two loops to iterate over all the items in the 2D jagged array.