Assigning names to unnamed labels
A few notes about your code:


Both the inner and outer method are fairly small, and the name of the outer method is already aptly descriptive, so I see no need for a named inner method here. An anonymous method would suffice.
List&lt;T&gt;.ForEach is a bit of an odd duck, in my opinion. It looks like functional programming (similar to Linq), but it's actually used to produce side-effects. Combining the two is giving off conflicting signals. A for or foreach loop, on the other hand, is clearly not functional-style, so side-effects would not be surprising.
I agree with keeping anonymous method parameter names short, but x isn't very descriptive. line is a little longer but much more descriptive.


Also, I find it more readable to put chained Linq calls on a line of their own:

var unnamed = finalCode
    .Where(x =&gt; x.Label != null &amp;&amp; x.Label.Name == null)
    .ToList();




Having that said, I would go for a plain old foreach loop. It may not be as fancy, but it's simple and to the point, which should make it easier to understand:

int count = 0;
foreach (var line in finalCode)
{
    if (line.Label != null &amp;&amp; line.Label.Name == null)
    {
        line.Label.Name = $"dyn_label{++count}";
    }
}