File.createNewFile () буксирующий IOException Никакой такой файл или каталог

Вот другой подход - инкапсуляция; таким образом, Ваш код мог быть столь же простым как:

    Forker p = new Forker();
    foreach (var obj in collection)
    {
        var tmp = obj;
        p.Fork(delegate { DoSomeWork(tmp); });
    }
    p.Join();

, Где Forker класс дан ниже (я скучал на поезде;-p)... снова, это избегает объектов ОС, но оборачивает вещи вполне аккуратно (IMO):

using System;
using System.Threading;

/// <summary>Event arguments representing the completion of a parallel action.</summary>
public class ParallelEventArgs : EventArgs
{
    private readonly object state;
    private readonly Exception exception;
    internal ParallelEventArgs(object state, Exception exception)
    {
        this.state = state;
        this.exception = exception;
    }

    /// <summary>The opaque state object that identifies the action (null otherwise).</summary>
    public object State { get { return state; } }

    /// <summary>The exception thrown by the parallel action, or null if it completed without exception.</summary>
    public Exception Exception { get { return exception; } }
}

/// <summary>Provides a caller-friendly wrapper around parallel actions.</summary>
public sealed class Forker
{
    int running;
    private readonly object joinLock = new object(), eventLock = new object();

    /// <summary>Raised when all operations have completed.</summary>
    public event EventHandler AllComplete
    {
        add { lock (eventLock) { allComplete += value; } }
        remove { lock (eventLock) { allComplete -= value; } }
    }
    private EventHandler allComplete;
    /// <summary>Raised when each operation completes.</summary>
    public event EventHandler<ParallelEventArgs> ItemComplete
    {
        add { lock (eventLock) { itemComplete += value; } }
        remove { lock (eventLock) { itemComplete -= value; } }
    }
    private EventHandler<ParallelEventArgs> itemComplete;

    private void OnItemComplete(object state, Exception exception)
    {
        EventHandler<ParallelEventArgs> itemHandler = itemComplete; // don't need to lock
        if (itemHandler != null) itemHandler(this, new ParallelEventArgs(state, exception));
        if (Interlocked.Decrement(ref running) == 0)
        {
            EventHandler allHandler = allComplete; // don't need to lock
            if (allHandler != null) allHandler(this, EventArgs.Empty);
            lock (joinLock)
            {
                Monitor.PulseAll(joinLock);
            }
        }
    }

    /// <summary>Adds a callback to invoke when each operation completes.</summary>
    /// <returns>Current instance (for fluent API).</returns>
    public Forker OnItemComplete(EventHandler<ParallelEventArgs> handler)
    {
        if (handler == null) throw new ArgumentNullException("handler");
        ItemComplete += handler;
        return this;
    }

    /// <summary>Adds a callback to invoke when all operations are complete.</summary>
    /// <returns>Current instance (for fluent API).</returns>
    public Forker OnAllComplete(EventHandler handler)
    {
        if (handler == null) throw new ArgumentNullException("handler");
        AllComplete += handler;
        return this;
    }

    /// <summary>Waits for all operations to complete.</summary>
    public void Join()
    {
        Join(-1);
    }

    /// <summary>Waits (with timeout) for all operations to complete.</summary>
    /// <returns>Whether all operations had completed before the timeout.</returns>
    public bool Join(int millisecondsTimeout)
    {
        lock (joinLock)
        {
            if (CountRunning() == 0) return true;
            Thread.SpinWait(1); // try our luck...
            return (CountRunning() == 0) ||
                Monitor.Wait(joinLock, millisecondsTimeout);
        }
    }

    /// <summary>Indicates the number of incomplete operations.</summary>
    /// <returns>The number of incomplete operations.</returns>
    public int CountRunning()
    {
        return Interlocked.CompareExchange(ref running, 0, 0);
    }

    /// <summary>Enqueues an operation.</summary>
    /// <param name="action">The operation to perform.</param>
    /// <returns>The current instance (for fluent API).</returns>
    public Forker Fork(ThreadStart action) { return Fork(action, null); }

    /// <summary>Enqueues an operation.</summary>
    /// <param name="action">The operation to perform.</param>
    /// <param name="state">An opaque object, allowing the caller to identify operations.</param>
    /// <returns>The current instance (for fluent API).</returns>
    public Forker Fork(ThreadStart action, object state)
    {
        if (action == null) throw new ArgumentNullException("action");
        Interlocked.Increment(ref running);
        ThreadPool.QueueUserWorkItem(delegate
        {
            Exception exception = null;
            try { action(); }
            catch (Exception ex) { exception = ex;}
            OnItemComplete(state, exception);
        });
        return this;
    }
}