After having a look at the MSDN documentation, at first shot, I would say "No. I cannot."
See
here.
"In the first form, the identifier indicates a label located in the current body, the same lexical scope, or an enclosing scope of the goto statement.
A common use of goto is to transfer control to a specific switch-case label or the default label in a switch statement.
The goto statement is also useful to get out of deeply nested loops."
The first point says that the goto statement can be used within the same lexical scope, so that means it cannot be made to point to another method. The same thing should apply to an event.