Solution 1:

This construct is illegal in C#:

switch (variable) {
   case 2: 
       Console.WriteLine("variable is >= 2");
   case 1:
       Console.WriteLine("variable is >= 1");
}

In C++, it would run both lines if variable = 2. It may be intentional but it's too easy to forget break; at the end of the first case label. For this reason, they have made it illegal in C#. To mimic the fall through behavior, you will have to explicitly use goto to express your intention:

switch (variable) {
   case 2: 
       Console.WriteLine("variable is >= 2");
       goto case 1;
   case 1:
       Console.WriteLine("variable is >= 1");
       break;
}

That said, there are a few cases where goto is actually a good solution for the problem. Never shut down your brain with "never use something" rules. If it were 100% useless, it wouldn't have existed in the language in the first place. Don't use goto is a guideline; it's not a law.

Solution 2:

C# refuses to let cases fall through implicitly (unless there is no code in the case) as in C++: you need to include break. To explicitly fall through (or to jump to any other case) you can use goto case. Since there is no other way to obtain this behaviour, most (sensible) coding standards will allow it.

switch(variable)
{
case 1:
case 2:
    // do something for 1 and 2
    goto case 3;
case 3:
case 4:
    // do something for 1, 2, 3 and 4
    break;
}

A realistic example (by request):

switch(typeOfPathName)
{
case "relative":
    pathName = Path.Combine(currentPath, pathName);
    goto case "absolute";

case "expand":
    pathName = Environment.ExpandEnvironmentVariables(pathName);
    goto case "absolute";

case "absolute":
    using (var file = new FileStream(pathName))
    { ... }
    break;

case "registry":
    ...
    break;
}

Solution 3:

   public enum ExitAction {
        Cancel,
        LogAndExit,
        Exit
    }

This is neater

ExitAction action = ExitAction.LogAndExit;
switch (action) {
    case ExitAction.Cancel:
        break;
    case ExitAction.LogAndExit:
        Log("Exiting");
        goto case ExitAction.Exit;
    case ExitAction.Exit:
        Quit();
        break;
}

Than this (especially if you do more work in Quit())

ExitAction action = ExitAction.LogAndExit;
switch (action) {
    case ExitAction.Cancel:
        break;
    case ExitAction.LogAndExit:
        Log("Exiting");
        Quit();
        break;
    case ExitAction.Exit:
        Quit();
        break;
}

Solution 4:

In addition to using goto case, you can goto a label that is in another case clause:

    switch(i) {
    case "0":
        // do some stuff
        break;
    case "1":
        // other stuff, then "fall through" to next case clause
        goto Case2;
    case "2":
    Case2:
        break;
    }

This way, you can jump to another case clause without worrying about the value or type of the expression.

Some sort of explicit "fallthrough" keyword that can be substituted for break would have been nice, though...

Solution 5:

It's the only way that C# allows a switch case 'fallthrough'. In C# (unlike C, C++ , or Java), a case block in a switch statement must end with a break or some other explicit jump statement.