Settings variable values in a Moq Callback() call

I think I may be a bit confused on the syntax of the Moq Callback methods. When I try to do something like this:

IFilter filter = new Filter();
List<IFoo> objects = new List<IFoo> { new Foo(), new Foo() };  

IQueryable myFilteredFoos = null;
mockObject.Setup(m => m.GetByFilter(It.IsAny<IFilter>()))
   .Callback( (IFilter filter) => myFilteredFoos = filter.FilterCollection(objects))
   .Returns(myFilteredFoos.Cast<IFooBar>());

This throws a exception because myFilteredFoos is null during the Cast<IFooBar>() call. Is this not working as I expect? I would think FilterCollection would be called and then myFilteredFoos would be non-null and allow for the cast.

FilterCollection is not capable of returning a null which draws me to the conclusion it is not being called. Also, when I declare myFilteredFoos like this:

Queryable myFilteredFoos;

The Return call complains that myFilteredFoos may be used before it is initialized.

This is because the code in the Returns method is evaluated immediately; that is, when the Setup method is being invoked.

However, the callback isn't being invoked until the GetByFilter method is invoked.

Luckily, the Returns method is overloaded so that you can defer its execution as well:

mockObject.Setup(m => m.GetByFilter(It.IsAny<IFilter>()))
    .Callback((IFilter filter) =>
        myFilteredFoos = filter.FilterCollection(objects))
    .Returns(() => myFilteredFoos.Cast<IFooBar>());

However, you don't need to save the value in a callback, because you can just get the parameter value directly in the Returns method:

mockObject.Setup(m => m.GetByFilter(It.IsAny<IFilter>()))
    .Returns((IFilter filter) =>
        filter.FilterCollection(objects).Cast<IFooBar>());

You can just take the parameter in the return value...

mockObject
  .Setup(m => m.GetByFilter(It.IsAny<IFilter>()))
  .Returns((IFilter filter) =>
    {
      myFilteredFoos = filter.FilterCollection(objects);

      return myFilteredFoos.Cast<IFooBar>();
    });