Are WCF request handling Thread Agile?
When creating a WCF service you can set the threading and service instantiating behaviour, by decorating the service implementation class with a ServiceBehavior attribute:
[ServiceBehavior(ConcurrencyMode = ConcurrencyMode.Single)]
class SingleCachingHttpFetcher : IHttpFetcher
The above code snippet is from http://msdn.microsoft.com/en-us/library/system.servicemodel.servicebehaviorattribute.concurrencymode.aspx
EDIT
I dit a bit more research and found this article: http://blogs.microsoft.co.il/blogs/applisec/archive/2009/11/23/wcf-thread-affinity-and-synchronization.aspx. It basically says that no, you cannot be sure that the same thread starting the request will be the one finishing it.
EDIT 2
This question has been discussed before at StackOverflow. It links to How to make a WCF service STA (single-threaded) where there is a description on how to create an OperationBehavior which will force a single threaded apartment. The example deals with calling GUI components, but it should work for other single threaded requirements as well.