Here are some interesting hidden C# features, in the form of undocumented C# keywords:
__makeref
__reftype
__refvalue
__arglist
These are undocumented C# keywords (even Visual Studio recognizes them!) that were added to for a more efficient boxing/unboxing prior to generics. They work in coordination with the System.TypedReference struct.
There's also __arglist, which is used for variable length parameter lists.
One thing folks don't know much about is System.WeakReference -- a very useful class that keeps track of an object but still allows the garbage collector to collect it.
The most useful "hidden" feature would be the yield return keyword. It's not really hidden, but a lot of folks don't know about it. LINQ is built atop this; it allows for delay-executed queries by generating a state machine under the hood. Raymond Chen recently posted about the internal, gritty details.