Linq style "For Each"

Using the ToList() extension method is your best option:

someValues.ToList().ForEach(x => list.Add(x + 1));

There is no extension method in the BCL that implements ForEach directly.

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Although there's no extension method in the BCL that does this, there is still an option in the System namespace... if you add Reactive Extensions to your project:

using System.Reactive.Linq;

someValues.ToObservable().Subscribe(x => list.Add(x + 1));

This has the same end result as the above use of ToList, but is (in theory) more efficient, because it streams the values directly to the delegate.

There isn't anything built-in, but you can easily create your own extension method to do it:

public static void ForEach<T>(this IEnumerable<T> source, Action<T> action)
{
    if (source == null) throw new ArgumentNullException("source");
    if (action == null) throw new ArgumentNullException("action");

    foreach (T item in source)
    {
        action(item);
    }
}

The Array and List<T> classes already have ForEach methods, though only this specific implementation. (Note that the former is static, by the way).

Not sure it really offers a great advantage over a foreach statement, but you could write an extension method to do the job for all IEnumerable<T> objects.

public static void ForEach<T>(this IEnumerable<T> source, Action<T> action)
{
    foreach (var item in source)
        action(item);
}

This would allow the exact code you posted in your question to work just as you want.

The official MS line is "because it's not a functional operation" (ie it's a stateful operation).

Couldn't you do something like:

list.Select( x => x+1 )

or if you really need it in a List:

var someValues = new List<int>( list.Select( x => x+1 ) );