Computer peripherals to immediately (<5ms) detect digital input state change in C# programs
Do you need to perform a specific real-time action, or just record the event?

If the former, you will never accomplish this using commodity hardware and consumer-grade interfaces. You will need both a laboratory-grade signal processor ( it will be a card that can access hardware interrupts directly) and a real-time operating system like VxWorks. A user-centric OS won't interrupt a disk write just because the USB bus wants some attention.

If the latter, get yourself a signal recorder and post-process the buffer output at your convenience.