You should also check out SpecFlow, that is an open-source project to do BDD with .NET.
SpecFlow is using the same definition format (Gherkin), like cucumber, but you can write your step definitions in .NET. It basically generates unit-test classes (NUnit, MsTest, xUnit, etc.) from your feature files, so you can use the same unit test execution engine, like you do with the real unit tests. This way it is also easier to integrate the BDD functional tests to the integration build.
In the recent versions SpecFlow has a syntax coloring feature for Visual Studio 2010 and support for Silverlight and Mono/MonoDevelop.
Use Cucumber and IronRuby. Here's a blog on some steps to get started with this. The downside seems to be performance. I've read accounts that say its slower in general, and others that say it's just really slow to spin up. This is far from conclusive though, since IronRuby is still in active development.
Use Cuke4Nuke. I've heard this product recommended a few times. It actually uses regular Ruby and Cucumber but runs your .NET code through a server. Fortunately, all that complication is transparent as you are using it. Cuke4Nuke is no longer under active development.
Use SpecFlow. This is a .NET port of Cucumber. Because of this, it may not have all of Cucumber's features, and it may have extra features. The nice thing is you don't have to have Ruby installed.
At this time it doesn't seem clear which of these is the best option. Personally I'm planning on starting with Cuke4Nuke.
StoryTeller is somewhat related even though it is not strictly BDD. It seems to support a somewhat different kind of test but is written in .NET.
Read more on Jeremy Millers blog
There is also StoryQ. This is a dev focussed approach to user stories that can report back out clients. http://storyq.codeplex.com
StoryQ is a portable (single dll), embedded BDD framework for .NET 3.5. It runs within your existing test runner and helps produce human-friendly test output (html or text). StoryQ's fluent interface adds strong typing, intellisense and documentation to your BDD grammar.
Any sentences of any structure can be used for Concordion.NET tests. For example it is not necessary to write a sentence such as "given a bank account with a balance of 10$, when a withdrawal of 20$ is initiated, the transaction fails". Instead any type of sentence could be used such as "a transaction of 20$ fails, if the account contains not enough balance of 10$".