How to use HttpWebRequest (.NET) asynchronously?

By far the easiest way is by using TaskFactory.FromAsync from the TPL. It's literally a couple of lines of code when used in conjunction with the new async/await keywords:

var request = WebRequest.Create("http://www.stackoverflow.com");
var response = (HttpWebResponse) await Task.Factory
    .FromAsync<WebResponse>(request.BeginGetResponse,
                            request.EndGetResponse,
                            null);
Debug.Assert(response.StatusCode == HttpStatusCode.OK);

If you can't use the C#5 compiler then the above can be accomplished using the Task.ContinueWith method:

Task.Factory.FromAsync<WebResponse>(request.BeginGetResponse,
                                    request.EndGetResponse,
                                    null)
    .ContinueWith(task =>
    {
        var response = (HttpWebResponse) task.Result;
        Debug.Assert(response.StatusCode == HttpStatusCode.OK);
    });

Use HttpWebRequest.BeginGetResponse()

HttpWebRequest webRequest;

void StartWebRequest()
{
    webRequest.BeginGetResponse(new AsyncCallback(FinishWebRequest), null);
}

void FinishWebRequest(IAsyncResult result)
{
    webRequest.EndGetResponse(result);
}

The callback function is called when the asynchronous operation is complete. You need to at least call EndGetResponse() from this function.