Just catching up on blog reading and came across this post from Cameron: http://blogs.msdn.com/camerons/archive/2010/05/08/sequence-diagram-re-linq-and-lambdas.aspx

It gives the details of of a small extension to UML sequence diagrams introduced in our VS2010 implementation to cope with deferred execution of LINQ expressions. And gives a real insight into the lazy execution strategy used for LINQ expressions.