Array of ToolStripButtons

OK, you are given some useful links by Maceiej. Let me give you some bottom line. Basically, you apply "+=" operators to each instance of the button once or more to add some event handlers to add to the invocation list of the Click event of each. Each event handler is itself an instance of the delegate of appropriate method signature. I would recommend using anonymous methods in all cases. You can combine sharing of the same handlers by different instances of control with individual handlers. This is totally up to you:

myButton.Click += (sender, eventArgs) => {
    someSharedMethod();
}

myOtherButton.Click += (sender, eventArgs) => {
    ToolStripButton button = (ToolStripButton).sender;
    // if myOtherButton is ToolStripButton, 
    // the line above should give you the same reference as myOtherButton
    // it's better to get it from sender though,
    // to avoid unnecessary closure (please see below)
    someSharedMethodDepedingOnControlInstance(button);
}

myYetAnotherButton.Click += (sender, eventArgs) => {
    someIndividualMethod();
}

As you can see, using anonymous methods adds some flexibility: you don't need to create special handler method with both parameters, as one or both of them are often unused. Now decide what to do with all that by yourself, depending on your code design.

[EDIT]

If you are confused with my note on closures (which is likely, please see above), please also see:
http://en.wikipedia.org/wiki/Closure_%28computer_science%29#Delegates_.28C.23.2C_D.29[^].

—SA