One of the consultants at our current client was talking last week about a bug in the ASP.NET 2.0 runtime when they handle async pages. I haven't played with those yet, so wasn't sure how they work, or that they exist at all.

(The bug he was describing was that as the runtime decides to spawn a thread to process [the remainder of] a page, they copy all the thread principal, etc. However, they apparently do NOT copy the thread local storage data - usually stored in the .NET CallContext)

Anyway - here's a quick blog post about how an ASP.NET 2.0 async page can work with async a WCF service.

Wenlong Dong's Blog : ASP.NET Async Pages vs Async WCF Service Operation