Create a "directory" in memory?

.NET doesn't have an abstraction layer over the host OS's file system. So unless you can build your own for use in custom code, and you need to have 3rd party libraries covered, there are just two workable optilns:

• Use streams and avoid any APIs working with file names.
• Build a virtual file system plugged into your host OS's storage architecture; however, the effort needed versus benefits is highly questionable.