You could use the COM Automation SAFEARRAY type, even without doing full COM (no object, no class, no interface, no TLB, no registry, etc.), just with DLL exports, as .NET supports it natively with P/Invoke, something like this:

C++:

extern "C" __declspec(dllexport) LPSAFEARRAY ListDevices();

LPSAFEARRAY ListDevices()
{
    std::vector<std::string> v;
    v.push_back("hello world 1");
    v.push_back("hello world 2");
    v.push_back("hello world 3");

    CComSafeArray<BSTR> a(v.size()); // cool ATL helper that requires atlsafe.h

    std::vector<std::string>::const_iterator it;
    int i = 0;
    for (it = v.begin(); it != v.end(); ++it, ++i)
    {
        // note: you could also use std::wstring instead and avoid A2W conversion
        a.SetAt(i, A2BSTR_EX((*it).c_str()), FALSE);
    }
    return a.Detach();
}

C#:

static void Main(string[] args)
{ 
    foreach(string s in ListDevices())
    {
        Console.WriteLine(s);
    }
}


[DllImport("MyUnmanaged.dll")]
[return: MarshalAs(UnmanagedType.SafeArray)] 
private extern static string[] ListDevices();