A little older, but Eric Lippert has a series of interesting posts about immutability in C#. What it is and why it's important and a number of sample immutable collections:

1. Immutability in C# Part One: Kinds of Immutability

2. Immutability in C# Part Two: A Simple Immutable Stack

3. Immutability in C# Part Three: A Covariant Immutable Stack

4. Immutability in C# Part Four: An Immutable Queue

5. Immutability in C# Part Five: LOLZ!

6. Immutability in C# Part Six: A Simple Binary Tree

7. Immutability in C# Part Seven: More on Binary Trees

8. Immutability in C# Part Eight: Even More On Binary Trees

9. Immutability in C# Part Nine: Academic? Plus my AVL tree implementation

10. Immutability in C# Part 10: A double-ended queue

11. Immutability in C# Part Eleven: A working double-ended queue