When reading a post, Starting Tasks In foreach Loop Uses Value of Last Item), the marked answer makes a lot of sense. The author created a new variable, pathCopy, to use in the task. My question is, is this only necessary when Task.ContinueWith() is used?
Here is an example:
    private void GetAuditFiles()
    {
        _auditFiles = new ConcurrentBag<AuditFile>();
        var tasks = new List<Task>();
        foreach (var auditFile in Directory.GetFiles(_properties.AuditFileOutputPath))
        {
            var taskfile = auditFile;
            tasks.Add(Task.Factory.StartNew(() =>
            {
                var file = DeserializeProcessProperties<AuditFile>(File.ReadAllText(taskfile));
                file.filename = Path.GetFileName(taskfile);
                _auditFiles.Add(file);
            }));
        }
        Task.WaitAll(tasks.ToArray());
    }
Do I need to set a variable like this "var taskfile = auditFile;"?
Note: I am using an updated version of VS 2017 and its C# compiler.
                        
Ok, thanks to damien-the-unbeliever, for pointing me back to Eric Lippert's Blog: closing over the loop variable part two.
So the short answer is yes, if I am c# v 4.0 or earlier. It is unneeded in any case if at c# 5.0 or later.