Collection initializers were supposed to be released along with LINQ in C# 3 and VB 9. While C# did get them, they were cut from the VB release. Part of the reason was the Visual Basic team wanted to make VB's version more powerful.
In C#, collection initializers are limited to explicitly known types. For VB, Microsoft wants to also support inferred types. This would allow developers to write statements such as:
Dim x = {1, 2, 3, 4}
Dim y = {{"a", 1}, {"b", 2}, {"c", 3}, {"d", 4}}
Dim z = {{1, 2}, {3, 4}, {5, 6}, {7, 8}}
There is, however, some debate on exactly what this syntax should mean. Some argue that in all cases it should return arrays, while others want to see lists and dictionaries. Part of this stems from the fact that VB does not have a clean syntax for quickly defining tuples. Tuples are increasing becoming important as we move towards more functional programming and dynamic typing.
Anthony Green brings up the issue of jagged vs. rectangular arrays. In our example, variable z could be either Integer(,) or Integer()() (C# int[,] and int[][]).
Bill McCarthy suggestion for one-dimensional collections seems to be popular:
Dim x = {1, 2, 3, 4} 'List(Of Int32)
Dim x() = {1, 2, 3, 4} 'array of Int32
And to handle dictionaries, Ninputer offers this approach:
Dim d = {1:"Hello", 2:"World" }
You can follow the debate on Paul Vick's blog.