How to use HttpWebRequest (.NET) asynchronously?

Use HttpWebRequest.BeginGetResponse()

HttpWebRequest webRequest;

void StartWebRequest()
{
    webRequest.BeginGetResponse(new AsyncCallback(FinishWebRequest), null);
}

void FinishWebRequest(IAsyncResult result)
{
    webRequest.EndGetResponse(result);
}

The callback function is called when the asynchronous operation is complete. You need to at least call EndGetResponse() from this function.

Considering the answer:

HttpWebRequest webRequest;

void StartWebRequest()
{
    webRequest.BeginGetResponse(new AsyncCallback(FinishWebRequest), null);
}

void FinishWebRequest(IAsyncResult result)
{
    webRequest.EndGetResponse(result);
}

You could send the request pointer or any other object like this:

void StartWebRequest()
{
    HttpWebRequest webRequest = ...;
    webRequest.BeginGetResponse(new AsyncCallback(FinishWebRequest), webRequest);
}

void FinishWebRequest(IAsyncResult result)
{
    HttpWebResponse response = (result.AsyncState as HttpWebRequest).EndGetResponse(result) as HttpWebResponse;
}

Greetings

.NET has changed since many of these answers were posted, and I'd like to provide a more up-to-date answer. Use an async method to start a Task that will run on a background thread:

private async Task<String> MakeRequestAsync(String url)
{    
    String responseText = await Task.Run(() =>
    {
        try
        {
            HttpWebRequest request = WebRequest.Create(url) as HttpWebRequest;
            WebResponse response = request.GetResponse();            
            Stream responseStream = response.GetResponseStream();
            return new StreamReader(responseStream).ReadToEnd();            
        }
        catch (Exception e)
        {
            Console.WriteLine("Error: " + e.Message);
        }
        return null;
    });

    return responseText;
}

To use the async method:

String response = await MakeRequestAsync("http://example.com/");

Update:

This solution does not work for UWP apps which use WebRequest.GetResponseAsync() instead of WebRequest.GetResponse(), and it does not call the Dispose() methods where appropriate. @dragansr has a good alternative solution that addresses these issues.

Follow up to the @Isak 's answer, which is very good. Nonetheless it's biggest flaw is that it will only call the responseAction if the response has status 200-299. The best way to fix this is:

private void DoWithResponseAsync(HttpWebRequest request, Action<HttpWebResponse> responseAction)
{
    Action wrapperAction = () =>
    {
        request.BeginGetResponse(new AsyncCallback((iar) =>
        {
            HttpWebResponse response;
            try
            {
                response = (HttpWebResponse)((HttpWebRequest)iar.AsyncState).EndGetResponse(iar);
            }
            catch (WebException ex)
            {
                // It needs to be done like this in order to read responses with error status:
                response = ex.Response as HttpWebResponse;
            }
            responseAction(response);
        }), request);
    };
    wrapperAction.BeginInvoke(new AsyncCallback((iar) =>
    {
        var action = (Action)iar.AsyncState;
        action.EndInvoke(iar);
    }), wrapperAction);
}

And then as @Isak follows:

HttpWebRequest request;
// init your request...then:
DoWithResponse(request, (response) => {
    var body = new StreamReader(response.GetResponseStream()).ReadToEnd();
    Console.Write(body);
});

I've been using this for async UWR, hopefully it helps someone

    string uri = "http://some.place.online";

    using (UnityWebRequest uwr = UnityWebRequest.Get(uri))
    {
        var asyncOp = uwr.SendWebRequest();
        while (asyncOp.isDone == false) await Task.Delay(1000 / 30); // 30 hertz

        if(uwr.result == UnityWebRequest.Result.Success) return uwr.downloadHandler.text;
        Debug.LogError(uwr.error);
    }