I wanted to take a moment to document an issue that I resolved when I trying to get the AttachmentFiles while using GetItemById using the .NET Client-Side Object Model (CSOM) for Sharepoint specifically Microsoft.SharePoint.Client. I was unable to find a clear answer to this problem. Here's the basic way to get a Sharepoint List Item which you can find how to do on MSDN any many other sites:
var siteUrl = "http://MyServer/sites/MySiteCollection";
var clientContext = new ClientContext(siteUrl);
var site = clientContext.Web;
var targetList = site.Lists.GetByTitle("Announcements");
var targetListItem = targetList.GetItemById(4);
clientContext.Load(targetListItem, item => item["Title"]);
clientContext.ExecuteQuery();
Console.WriteLine("Retrieved item is: {0}", targetListItem["Title"]);
// This will throw an AttachmentFiles "Not Initialized" Error
Console.WriteLine("AttachmentFiles count is: {0}", targetListItem.AttachmentFiles.Count);
I will now post how to correctly include attachments in the answer below: