Description of ConcurrentBag on MSDN is not clear:
Bags are useful for storing objects when ordering doesn\'t matter, and unlike sets, bags support duplicates. C
ConcurrentBag and Parallel.ForEach seems to me, no problem. If you uses this types in scenarios that has a large volume multi-user access, these classes in your implementation could rise up cpu process to levels that can crash your web-server. Furthermore, this implementation starts N tasks (threads) to execute each one of iterations, so be careful when choice this classes ans implementations. I recently spent in this situation and I had to extract memory dump to analyze whats happens into my web application core. So, be careful 'cause Concurrentbag is ThreadSafe and in web scenarios it is no better way.