I know this thread is old, but I had this problem yesterday, and now I have finally found a solution, after many hours wasted. The problem is that, the COM object must be created from an STA Thread, and then, for the events to be dispatched correctly, the same STA thread (exactly the same) must be pumping COM messages. This can be done calling Application.DoEvents() in a loop or Application.Run().
So here is my working code (it works, even as a non-interactive Windows Service in Vista+, I am using Windows 8.1)
Thread createComAndMessagePumpThread = new Thread(() =>
{
this.Device = new CZKEMClass(); //Here create COM object
Application.Run();
});
createComAndMessagePumpThread.SetApartmentState(ApartmentState.STA);
createComAndMessagePumpThread.Start();
After the device gets created you can register the events from any thread, and they get dispatched by the STA thread, that created the COM object.
In Windows Forms application, this worked without doing this, because the STA main thread run the form calling Application.Run(Form). Application.Run() then dispatch events like COM events and Windows GUI events, so there is no need to to the trick above.