I previously mentioned the X86 JIT contains a "hack" to ensure that thread aborts can't sneak in between a Monitor.Enter(o) and the subsequent try-block.  This ensures that a lock won't be leaked due to a thread abort occurring in the middle of a lock(o) { S1; } block.  In the following example, that means an abort can't be triggered at S0:

Monitor.Enter(o);
S0;
try {
    S1;
} finally {
    Monitor.Exit(o);
}

If an abort could happen at S0, it'd be possible for a thread to acquire lock o, but before entering the try block, be asynchronously aborted, and then not run the finally block to release the lock on o.  This would lead to an orphaned lock, and probable deadlocks later on during execution.  Debugging an instance of such a deadlock would of course be rather difficult because it depends on a very subtle race condition that must occur within the tiny window of a single instruction.  On a single-processor machine, this would require a precariously placed context switch, but as more and more cores are added to the machines that this software runs on, the probability simply increases.

Characterizing this as a "hack" was a little harsh.  It's really just a byproduct of the way that the X86 JIT generates code.

For an asynchronous thread abort to be thrown in a thread, that thread must be either: (1) polling for the abort in the EE or (2) running inside of managed code.  And even if the thread is in managed code, we may not be able to abort it, as is the case if the thread is currently executing a finally block, inside a constrained execution region, etc.  The C# code generation for the lock statement ensures there are no IL instructions between the CALL to Monitor.Enter and the instruction marked as the start of the try block.  The JIT correspondingly will not insert any machine instructions in between the two.  And since any attempted thread aborts in Monitor.Enter are not polled for after the lock has been acquired and before returning, the soonest subsequent point at which an abort can happen is the first instruction following the call to Monitor.Enter.  And at that point, the IP will already be inside the try block (the return from Monitor.Enter returns to the CALL+1), thereby ensuring that the finally block will always run if the lock was acquired.

This might seem like an implementation detail, but the reality is that we can never change it.  Too many people depend on this guarantee.

It turns out that Whidbey's X64 JIT does not guarantee this behavior.  (I suspect IA64 doesn't either, but don't know for sure.)  In fact there's a high probability that this won't work: there is always a NOP instruction before the CALL and the instruction marking the try block in the JITted code.  This is done to make it easier to identify try/catch scopes during stack unwind.   This means that, yes indeed, an abort can happen at S0 on 64-bit.

This will likely be fixed for the next runtime release, but I can't say for sure.

Update 4/17/08: This was indeed fixed for the X64 JIT in Visual Studio 2008.  Note that when compiling C# code targeting both X86 and X64, if you do not use the /o+ switch, this problem can still occur due to extra explicit NOPs inserted before the try.

The framework implements a method Monitor.ReliableEnter, by the way, that could be used to avoid orphaning locks in the face of thread aborts, but it's internal to mscorlib.dll.  It sets an out parameter within a region of code that cannot be interrupted by a thread abort, which the caller can then check inside the finally block.  The acquisition then gets moved inside so that, if the CALL is reached, the finally block is guaranteed to always run.  You'd then write this instead:

bool taken;
try {
    Monitor.ReliableEnter(o, out taken);
    S1;
} finally {
    if (taken)
        Monitor.Exit(o);
}

It's also possible the CLR team would expose this API in the future.  We wanted to in Whidbey, but didn't have enough time.  If 64-bit code generation was changed so that it doesn't emit a NOP before the try block, however, we probably wouldn't need ReliableEnter after all.