Does anyone still use [goto] in C# and if so why?

There are some (rare) cases where goto can actually improve readability. In fact, the documentation you linked to lists two examples:

A common use of goto is to transfer control to a specific switch-case label or the default label in a switch statement.

The goto statement is also useful to get out of deeply nested loops.

Here's an example for the latter one:

for (...) {
    for (...) {
        ...
        if (something)
            goto end_of_loop;
    }
}

end_of_loop:

Of course, there are other ways around this problem as well, such as refactoring the code into a function, using a dummy block around it, etc. (see this question for details). As a side note, the Java language designers decided to ban goto completely and introduce a labeled break statement instead.

I remember this part

switch (a)     
{ 
    case 3: 
        b = 7;
        // We want to drop through into case 4, but C# doesn't let us
    case 4: 
        c = 3;
        break; 
    default: 
        b = 2;
        c = 4;
        break; 
}

To something like this

switch (a)     
{
    case 3: 
        b = 7;
        goto case 4;    
    case 4: 
        c = 3;
        break;     
    default: 
        b = 2;
        c = 4;
        break;
}

Refer This

I use it extensively in Eduasync to show the kind of code that the compiler generates for you when using async methods in C# 5. You'd see the same thing in iterator blocks.

In "normal" code though, I can't remember the last time I used it...