What is a callback?

In computer programming, a callback is executable code that is passed as an argument to other code.

—Wikipedia: Callback (computer science)

C# has delegates for that purpose. They are heavily used with events, as an event can automatically invoke a number of attached delegates (event handlers).

I just met you,
And this is crazy,
But here's my number (delegate),
So if something happens (event),
Call me, maybe (callback)?