Events and Delegates are supported in remoting. So x-appdomain and x-process delegates and eventing does work. The guidance is to not use them in cases where channels could be unreliable. In case where channels are unreliable (mostly the network in x-machine cases) its difficult to handle exceptions when events are being fired ( An unhandled exception handler might be able to handle these though). They also could lead to scalability issues when multiple events are being fired in short durations. A better design is to have a pull style pattern, than the push patterns like events. Clients can query the server rather than server calling back to clients.
That said, for x-appdomain case events / delegates should work as expected though and the new IPC channel in v2.0 could also be suitable when using these. But please use caution while using events over remoting in your application design.