See the question and my original answer on StackOverflow

One way to do it is to use COM's SAFEARRAY structure as it's supported by .NET (the .NET Allocator used by P/Invoke is the COM allocator), including most of associated sub types, like BSTR.

So, in C/C++, you can define this:

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

    LPSAFEARRAY psa = SafeArrayCreateVector(VT_BSTR, 0, 3);
    LONG index = 0;

    // _bstr_t is a smart class that frees allocated memory automatically
    // it needs #include <comdef.h>
    // but you can also use raw methods like SysAllocString / SysFreeString

    _bstr_t s0(L"Citroen"); // could use "Citroen" if you really want ANSI strings

    // note SafeArrayPutElement does a copy internally
    SafeArrayPutElement(psa, &index, s0.GetBSTR());

    _bstr_t s1(L"C5");
    SafeArrayPutElement(psa, &index, s1.GetBSTR());

    _bstr_t s2(L"MOP - C5");
    SafeArrayPutElement(psa, &index, s2.GetBSTR());
    return psa;

And in C#, you can define this:

[DllImport("ProductLibrary.dll", CharSet = CharSet.Unicode)]
[return: MarshalAs(UnmanagedType.SafeArray)]
public static extern string[] GetProduct();