There's a ForEach method on System.Collections.List< T >, but not on IEnumerable. Note, this is also not part of LINQ (it was already there in .NET 2.0).
At first glance you'd expect this to be part of LINQ, as it's sort of an extension on the normal List functionality. However, LINQ is more about grouping, filtering and converting data. If you look closely, most (if not all, I'm not Jon Skeet, I don't know that stuff by heart!) LINQ methods return some sort of IEnumerable.
However, you might want to take a look at MoreLinq. This is an open-source project which adds some key features to the existing LINQ to Objects, one of which is the ForEach method you want (works on any IEnumerable in this case, so it'll work on your array as well).
