IEnumerable and Recursion using yield return

You need to yield each of the items yielded by the recursive call:

public static IEnumerable<Control> GetDeepControlsByType<T>(this Control control)
{
    foreach(Control c in control.Controls)
    {
        if (c is T)
        {
            yield return c;
        }

        if(c.Controls.Count > 0)
        {
            foreach (Control control in c.GetDeepControlsByType<T>())
            {
                yield return control;
            }
        }
    }
}

Note that there's a cost to recursing in this way - you'll end up creating a lot of iterators, which can create a performance issue if you have a really deep control tree. If you want to avoid that, you basically need to do the recursion yourself within the method, to make sure there's only one iterator (state machine) created. See this question for more details and a sample implementation - but this obviously adds a certain amount of complexity too.

As Jon Skeet and Colonel Panic note in their answers, using yield return in recursive methods may cause performance problems if the tree is very deep.

Here's a generic non-recursive extension method that performs a depth-first traversal of a sequence of trees:

public static IEnumerable<TSource> RecursiveSelect<TSource>(
    this IEnumerable<TSource> source, Func<TSource, IEnumerable<TSource>> childSelector)
{
    var stack = new Stack<IEnumerator<TSource>>();
    var enumerator = source.GetEnumerator();

    try
    {
        while (true)
        {
            if (enumerator.MoveNext())
            {
                TSource element = enumerator.Current;
                yield return element;

                stack.Push(enumerator);
                enumerator = childSelector(element).GetEnumerator();
            }
            else if (stack.Count > 0)
            {
                enumerator.Dispose();
                enumerator = stack.Pop();
            }
            else
            {
                yield break;
            }
        }
    }
    finally
    {
        enumerator.Dispose();

        while (stack.Count > 0) // Clean up in case of an exception.
        {
            enumerator = stack.Pop();
            enumerator.Dispose();
        }
    }
}

Unlike Eric Lippert's solution, RecursiveSelect works directly with enumerators so that it doesn't need to call Reverse (which buffers the entire sequence in memory).

Using RecursiveSelect, the OP's original method can be rewritten simply like this:

public static IEnumerable<Control> GetDeepControlsByType<T>(this Control control)
{
    return control.Controls.RecursiveSelect(c => c.Controls).Where(c => c is T);
}

Others provided you with the correct answer, but I don't think your case benefits from yielding.

Here's a snippet which achieves the same without yielding.

public static IEnumerable<Control> GetDeepControlsByType<T>(this Control control)
{
   return control.Controls
                 .Where(c => c is T)
                 .Concat(control.Controls
                                .SelectMany(c =>c.GetDeepControlsByType<T>()));
}

You need to return the items from the enumerator, not the enumerator itself, in your second yield return

public static IEnumerable<Control> GetDeepControlsByType<T>(this Control control)
{
    foreach (Control c in control.Controls)
    {
        if (c is T)
        {
            yield return c;
        }

        if (c.Controls.Count > 0)
        {
            foreach (Control ctrl in c.GetDeepControlsByType<T>())
            {
                yield return ctrl;
            }
        }
    }
}

Seredynski's syntax is correct, but you should be careful to avoid yield return in recursive functions because it's a disaster for memory usage. See https://stackoverflow.com/a/3970171/284795 it scales explosively with depth (a similar function was using 10% of memory in my app).

A simple solution is to use one list and pass it with the recursion https://codereview.stackexchange.com/a/5651/754

/// <summary>
/// Append the descendents of tree to the given list.
/// </summary>
private void AppendDescendents(Tree tree, List<Tree> descendents)
{
    foreach (var child in tree.Children)
    {
        descendents.Add(child);
        AppendDescendents(child, descendents);
    }
}

Alternatively you could use a stack and a while loop to eliminate recursive calls https://codereview.stackexchange.com/a/5661/754

I think you have to yield return each of the controls in the enumerables.

    public static IEnumerable<Control> GetDeepControlsByType<T>(this Control control)
    {
        foreach (Control c in control.Controls)
        {
            if (c is T)
            {
                yield return c;
            }

            if (c.Controls.Count > 0)
            {
                foreach (Control childControl in c.GetDeepControlsByType<T>())
                {
                    yield return childControl;
                }
            }
        }
    }

While there are many good answers out there, I would still add that it is possible to use LINQ methods to accomplish the same thing, .

For instance, the original code of the OP could be rewritten as:

public static IEnumerable<Control> 
                           GetDeepControlsByType<T>(this Control control)
{
   return control.Controls.OfType<T>()
          .Union(control.Controls.SelectMany(c => c.GetDeepControlsByType<T>()));        
}