Is it the same idea for event handlers?
An event handler is just a delegate, which in turn, will always refer to a method. Since the JIT will compile a method and cache it, the same thing happens for all event handlers, since they're underlying code is just a method.
If you're referring to event handlers defined and written using a lambda expression, ie:
SomeEvent += (o,e) => DoFoo();
Internally, this is still a normal method. The compiler converts the lambda into a normal method in the compiled IL. The same is true for anonymous methods.