For background, read the introduction.
In part 2 I briefly mentioned that if you have simple filtering needs then you might implement your own LINQ-like methods. Well if you have more advanced filtering needs there is already something out there to help you; Reactive Extensions (Rx). The only thing you have to do is to expose your data result as an IObservable<T>. So are there no disadvantages with this approach? Well I think there are several.
As you can see; while Rx is a great fit for asynchronous enumerations (because it is what it really is), it uses clever constructs rather than language support to achieve this. Things that are clever often end up complex rather than simple and complex stuff typically breaks. But if your project already uses Rx a lot then it's a no-brainer; use Rx!