Visual studio 2010 showing available events from code behind
You need to go the design view, in the Properties box, click on Events (lighting bolt) and double click on the events you want to code behind:
(source: byte.net)
Ok I think I've found the answer. It seems that this feature is only available when the current file is in VB.Net. In my opinion this suks :/
This is not a VB-exclusive feature.
What you're looking for is called a navigation bar. In Visual Studio options, open Text Editor → C# → General, and you'll see an option called Navigation Bar. Enable it and click OK.
However, I believe this bar works a bit differently in VB and in C#. In C#, it only lists the existing classes and their methods; in VB, it will list all your controls and their events even if those don't exist yet.