Use a 'goto' in a switch?

C# refuses to let cases fall through implicitly (unless there is no code in the case) as in C++: you need to include break. To explicitly fall through (or to jump to any other case) you can use goto case. Since there is no other way to obtain this behaviour, most (sensible) coding standards will allow it.

switch(variable)
{
case 1:
case 2:
    // do something for 1 and 2
    goto case 3;
case 3:
case 4:
    // do something for 1, 2, 3 and 4
    break;
}

A realistic example (by request):

switch(typeOfPathName)
{
case "relative":
    pathName = Path.Combine(currentPath, pathName);
    goto case "absolute";

case "expand":
    pathName = Environment.ExpandEnvironmentVariables(pathName);
    goto case "absolute";

case "absolute":
    using (var file = new FileStream(pathName))
    { ... }
    break;

case "registry":
    ...
    break;
}

This construct is illegal in C#:

switch (variable) {
   case 2: 
       Console.WriteLine("variable is >= 2");
   case 1:
       Console.WriteLine("variable is >= 1");
}

In C++, it would run both lines if variable = 2. It may be intentional but it's too easy to forget break; at the end of the first case label. For this reason, they have made it illegal in C#. To mimic the fall through behavior, you will have to explicitly use goto to express your intention:

switch (variable) {
   case 2: 
       Console.WriteLine("variable is >= 2");
       goto case 1;
   case 1:
       Console.WriteLine("variable is >= 1");
       break;
}

That said, there are a few cases where goto is actually a good solution for the problem. Never shut down your brain with "never use something" rules. If it were 100% useless, it wouldn't have existed in the language in the first place. Don't use goto is a guideline; it's not a law.