Here it is in VB.net, very similar to Samuel's answer.  I have four overloads depending on whether you want a subroutine or function and whether or not there's a parameter.  It would be easy to add more overloads for more parameters.  VB.Net is able to infer the types.
Module ISynchronizeInvokeExtensions
    Public Delegate Function GenericLambdaFunctionWithParam(Of InputType, OutputType)(ByVal input As InputType) As OutputType
    Private Delegate Function InvokeLambdaFunctionCallback(Of InputType, OutputType)(ByVal f As GenericLambdaFunctionWithParam(Of InputType, OutputType), ByVal input As InputType, ByVal c As System.ComponentModel.ISynchronizeInvoke) As OutputType
    Public Function InvokeEx(Of InputType, OutputType)(ByVal f As GenericLambdaFunctionWithParam(Of InputType, OutputType), ByVal input As InputType, ByVal c As System.ComponentModel.ISynchronizeInvoke) As OutputType
        If c.InvokeRequired Then
            Dim d As New InvokeLambdaFunctionCallback(Of InputType, OutputType)(AddressOf InvokeEx)
            Return DirectCast(c.Invoke(d, New Object() {f, input, c}), OutputType)
        Else
            Return f(input)
        End If
    End Function
    Public Delegate Sub GenericLambdaSubWithParam(Of InputType)(ByVal input As InputType)
    Public Sub InvokeEx(Of InputType)(ByVal s As GenericLambdaSubWithParam(Of InputType), ByVal input As InputType, ByVal c As System.ComponentModel.ISynchronizeInvoke)
        InvokeEx(Of InputType, Object)(Function(i As InputType) As Object
                                           s(i)
                                           Return Nothing
                                       End Function, input, c)
    End Sub
    Public Delegate Sub GenericLambdaSub()
    Public Sub InvokeEx(ByVal s As GenericLambdaSub, ByVal c As System.ComponentModel.ISynchronizeInvoke)
        InvokeEx(Of Object, Object)(Function(i As Object) As Object
                                        s()
                                        Return Nothing
                                    End Function, Nothing, c)
    End Sub
    Public Delegate Function GenericLambdaFunction(Of OutputType)() As OutputType
    Public Function InvokeEx(Of OutputType)(ByVal f As GenericLambdaFunction(Of OutputType), ByVal c As System.ComponentModel.ISynchronizeInvoke) As OutputType
        Return InvokeEx(Of Object, OutputType)(Function(i As Object) f(), Nothing, c)
    End Function
End Module
Usage (run this in a backgroundworker):
    InvokeEx(Sub(x As String) Me.Text = x, "foo", Me) 'set form title to foo
    InvokeEx(AddressOf MsgBox, Me.Text, Me)
    InvokeEx(Sub() Me.Text &= "!", "foo", Me) 'append "!" to form title
    InvokeEx(AddressOf MsgBox, Me.Text, Me)
    Dim s As String = InvokeEx(Function() Me.Text, Me) & "bar" 'get form title to backgorundworker thread
    InvokeEx(AddressOf MsgBox, s, Me) 'display the string from backgroundworker thread