How does the following LINQ statement work?

Question

The output is 2,4,6,8 because of deferred execution.

The query is actually executed when the query variable is iterated over, not when the query variable is created. This is called deferred execution.

-- Suprotim Agarwal, "Deferred vs Immediate Query Execution in LINQ"

There is another execution called Immediate Query Execution, which is useful for caching query results. From Suprotim Agarwal again:

To force immediate execution of a query that does not produce a singleton value, you can call the ToList(), ToDictionary(), ToArray(), Count(), Average() or Max() method on a query or query variable. These are called conversion operators which allow you to make a copy/snapshot of the result and access is as many times you want, without the need to re-execute the query.

If you want the output to be 2,4,6, use .ToList():

var list = new List<int>{1,2,4,5,6};
var even = list.Where(m => m%2 == 0).ToList();
list.Add(8);
foreach (var i in even)
 {
    Console.WriteLine(i);
 }

This has happened because of deferred execution, which means that the calculation of the expression is not executed until it is needed someplace. This makes the performance better if the data is too large.