I've been using Petricek & Skeet's "Real-world Functional Programming: With examples in F# & C#" and find it very useful for understanding functional programming, pointing out lamba & other ways to use C# since V3 for things F# is designed to do, so it's more compact syntax to do the same thing.

Can highly recommend it for C# coders, I learned & used C# when .net first came out, used mainly vb.net for the last company.