I'm a bit confused as to how to get two method to call each other (i.e., have A() call B() and B() call A()). It seems that F# only 'sees' the method after it's been encountered in code, so if it hasn't, it just says value or constructor has not been defined.
Am I missing something very basic here?
'let rec... and...' is the syntax you seek.
let rec F() =
G()
and G() =
F()
See also Adventures in F# Co-Recursion.
Since the question is about methods, and Brian's answer is about functions, maybe it's useful to point out that you can use a similar syntax for types:
type A() =
let b = new B()
member x.MethodA() = b.MethodB()
and B() =
member x.MethodB() = ()
Note also that members are 'let rec' by default (in fact I don't think they can be not recursive).