Is there an equivalent to the F# Seq.windowed in C#?

You can always just call SeqModule.Windowed from C#, you just need to reference FSharp.Core.Dll. The function names are also slightly mangled, so you call Windowed rather than windowed, so that it fits with the C# capitalisation conventions

You could always roll your own (or translate the one from F# core):

let windowed windowSize (source: seq<_>) =    
    checkNonNull "source" source
    if windowSize <= 0 then invalidArg "windowSize" (SR.GetString(SR.inputMustBeNonNegative))
    seq { let arr = Microsoft.FSharp.Primitives.Basics.Array.zeroCreateUnchecked windowSize 
            let r = ref (windowSize-1)
            let i = ref 0 
            use e = source.GetEnumerator() 
            while e.MoveNext() do 
                arr.[!i] <- e.Current
                i := (!i + 1) % windowSize
                if !r = 0 then 
                    yield Array.init windowSize (fun j -> arr.[(!i+j) % windowSize])
                else 
                r := (!r - 1) }

My attempt looks like this, it's way slower than just calling F# directly (as suggested by John Palmer). I'm guessing it's because of F# using an Unchecked array.:

public static IEnumerable<T[]> Windowed<T>(this IEnumerable<T> list, int windowSize)
{
    //Checks elided
    var arr = new T[windowSize];
    int r = windowSize - 1, i = 0;
    using(var e = list.GetEnumerator())
    {
        while(e.MoveNext())
        {
            arr[i] = e.Current;
            i = (i + 1) % windowSize;
            if(r == 0) 
                yield return ArrayInit<T>(windowSize, j => arr[(i + j) % windowSize]);
            else
                r = r - 1;
        }
    }
}
public static T[] ArrayInit<T>(int size, Func<int, T> func)
{
    var output = new T[size];
    for(var i = 0; i < size; i++) output[i] = func(i);
    return output;
}