I was looking for the same thing and I found a C# 4.0 library called MIConvexHull:
"A convex hull algorithm and library for 2D, 3D, and higher dimensions. The code can also be used to compute Delaunay triangulations and Voronoi meshes of the input data. The benchmarks indicate that the convex hull code and 4 and higher dimensional triangulation code is on par or better than the solution provided by the C++ library CGAL."
http://miconvexhull.codeplex.com/
Update Sep/2016:
This library has moved to Github and it seems that it is now released under the MIT license (some of the examples are GPL). You can find the latest version here:
https://github.com/DesignEngrLab/MIConvexHull
The documentation is actually in the source code and it is simple to use. Here is the relevant source file for Delaunay triangulation:
https://github.com/DesignEngrLab/MIConvexHull/blob/master/MIConvexHull/Triangulation.cs
If you want to see the original version from 2012. Take a look here:
http://miconvexhull.codeplex.com/SourceControl/changeset/view/e1b26677eb1a#MIConvexHull/Triangulation/Triangulation.cs