var actions = Enumerable.Range(1, 10).Select(n => new Action(() =>
{
Console.WriteLine("I'm task " + n);
if((n & 1) == 0)
throw new Exception("Exception from task " + n);
})).ToArray();
try
{
Parallel.Invoke(actions);
}
catch(AggregateException ex)
{
foreach(var inner in ex.InnerExceptions)
Console.WriteLine("Task failed: " + inner.Message);
}