The standard answer to the people wanting to really understand how .NET works is to go to the source, i.e. the Rotor source code. Now, there is one step better: these great presentations from the Rotor Conference (scroll to the bottom) from people like Peter, and Jason amongst others. Want to undertand the JIT? The GC? Its all here! via
[Sam Gentile’s Blog]
Another great resource is the hyperlinked version of the C# Language Specification.