Sure you can. Here's a super grotty (and expensive) c# version.

        static IEnumerable<int> infinite()
        {
            int x = 2;
            while (true)
            {
                yield return x++;
            }
        }

        static IEnumerable<int> primes(IEnumerable<int> l)
        { 
            int head = l.First();
            yield return head;
            foreach (var x in primes(l.Skip(1).Where(x => x % head != 0)))
                yield return x;
        }


        static void Main(string[] args)
        {
            System.Console.WriteLine(string.Join(",", primes(infinite()).Take(20).Select(x => x.ToString()))); 
        }