<p>Everyone is familiar with this functionality.  If you open up the the outlook address book and start typing a name, the list below the searchbox instantly filters to only contain items that match your query.  .NET Reflector has a similar feature when you're browsing types ... you start typing, and regardless of how large the underlying assembly is that you're browsing, it's near instantaneous.</p>

<p>I've always kind of wondered what the secret sauce was here.  How is it so fast?  I imagine there are also different algorithms if the data is present in-memory, or if they need to be fetched from some external source (ie. DB, searching some file, etc.).</p>

<p>I'm not sure if this would be relevant, but if there are resources out there, I'm particularly interested how one might do this with WinForms ... but if you know of general resources, I'm interested in those as well :-)</p>

What is the most common use of the trie data structure?
A Trie is basically a tree-structure for storing a large list of similar strings, which provides fast lookup of strings (like a hashtable) and allows you to iterate over them in alphabetical order.
Image from:
http://en.wikipedia.org/wiki/Trie
:
In this case, the Trie stores the strings:
i
in
inn
to
tea
ten
For any prefix that you enter (for example, 't', or 'te'), you can easily lookup all of the words that start with that prefix. More importantly, lookups are dependent on the length of the string, not on how many strings are stored in the Trie. Read the wikipedia article I referenced to learn more.