Parallel foreach with asynchronous lambda

If you just want simple parallelism, you can do this:

var bag = new ConcurrentBag<object>();
var tasks = myCollection.Select(async item =>
{
  // some pre stuff
  var response = await GetData(item);
  bag.Add(response);
  // some post stuff
});
await Task.WhenAll(tasks);
var count = bag.Count;

If you need something more complex, check out Stephen Toub's ForEachAsync post.

You can use the ParallelForEachAsync extension method from AsyncEnumerator NuGet Package:

using Dasync.Collections;

var bag = new ConcurrentBag<object>();
await myCollection.ParallelForEachAsync(async item =>
{
  // some pre stuff
  var response = await GetData(item);
  bag.Add(response);
  // some post stuff
}, maxDegreeOfParallelism: 10);
var count = bag.Count;

One of the new .NET 6 APIs is Parallel.ForEachAsync, a way to schedule asynchronous work that allows you to control the degree of parallelism:

var urls = new [] 
{
    "https://dotnet.microsoft.com",
    "https://www.microsoft.com",
    "https://stackoverflow.com"
};

var client = new HttpClient();

var options = new ParallelOptions { MaxDegreeOfParallelism = 2 };
await Parallel.ForEachAsync(urls, options, async (url, token) =>
{
    var targetPath = Path.Combine(Path.GetTempPath(), "http_cache", url);

    var response = await client.GetAsync(url);

    if (response.IsSuccessStatusCode)
    {
        using var target = File.OpenWrite(targetPath);

        await response.Content.CopyToAsync(target);
    }
});

With SemaphoreSlim you can achieve parallelism control.

var bag = new ConcurrentBag<object>();
var maxParallel = 20;
var throttler = new SemaphoreSlim(initialCount: maxParallel);
var tasks = myCollection.Select(async item =>
{
  await throttler.WaitAsync();
  try
  {
     var response = await GetData(item);
     bag.Add(response);
  }
  finally
  {
     throttler.Release();
  }
});
await Task.WhenAll(tasks);
var count = bag.Count;

Simplest possible extension method compiled from other answers and the article referenced by the accepted asnwer:

public static async Task ParallelForEachAsync<T>(this IEnumerable<T> source, Func<T, Task> asyncAction, int maxDegreeOfParallelism)
{
    var throttler = new SemaphoreSlim(initialCount: maxDegreeOfParallelism);
    var tasks = source.Select(async item =>
    {
        await throttler.WaitAsync();
        try
        {
            await asyncAction(item).ConfigureAwait(false);
        }
        finally
        {
            throttler.Release();
        }
    });
    await Task.WhenAll(tasks);
}