Possible memory-leak on a self-removable event handler
The code that you have will not result in holding onto a reference to any variables that the anonymous handler closes over once that handler is fired and the handler variable leaves scope or is set to something else (i.e. null), even if the A instance is kept alive.

So in short, it's fine.

Note that this is only ever a problem in the first place if the anonymous even handler closes over a variable that is a) expensive to keep alive, i.e. a very large collection of data and b) has a much shorter lifetime than the object that has the event being subscribed to.  If the object holding the event goes out of scope before, or very soon after, whatever is being closed over, then the object is not held in memory any longer than if the event handler is unsubscribed.  That specific case isn't actually all that common.