You can use a for loop:
var pairs = new List<int[]>();
for(int i = 0; i < list.Length - 1; i++)
pairs.Add(new [] {list[i], list[i + 1]);
You can also use LINQ, but it's uglier:
var pairs = list.Take(list.Count - 1).Select((n, i) => new [] { n, list[i + 1] });
EDIT: You can even do it on a raw IEnumerable
, but it's much uglier:
var count = list.Count();
var pairs = list
.SelectMany((n, i) => new [] { new { Index = i - 1, Value = n }, new { Index = i, Value = n } })
.Where(ivp => ivp.Index >= 0 && ivp.Index < count - 1) //We only want one copy of the first and last value
.GroupBy(ivp => ivp.Index, (i, ivps) => ivps.Select(ivp => ivp.Value));