Reactive Extensions OnNext thread-safety

No, sequences are meant to be sequential, hence no overlapping notifications are allowed. You can use Synchronize extension methods to enforce proper synchronization. Operators like Merge take a lock to call the downstream observer in order to ensure proper serial invocation on On* callbacks.

The Rx contract requires that notifications be sequential, and is a logical necessity for several operators. That said, you can use the available Synchronize methods to get this behaviour.

var subject = new Subject<int>();
var syncedSubject = Subject.Synchronize(subject);            

You can now make concurrent calls to syncedSubject. For an observer which must be synchronized, you can also use:

var observer = Observer.Create<Unit>(...);
var syncedObserver = Observer.Synchronize(observer);

Test:

Func<int, Action> onNext = i => () => syncedSubject.OnNext(i);
Parallel.Invoke
(
    onNext(1),
    onNext(2),
    onNext(3),
    onNext(4)
);