ASP.NET

protected override void OnInit(EventArgs e)
        {
            base.OnInit(e);
            LinkButton lnk = new LinkButton();
            lnk.Text = "My Link";
            lnk.Click += new EventHandler(lnk_Click);
            plcHld.Controls.Add(lnk);
        }

        void lnk_Click(object sender, EventArgs e)
        {
            lblMessage.Text = "Link Clicked";
        }

public partial class WebUserControl1 : System.Web.UI.UserControl
    {
        static int x = 0;
        protected void Page_Load(object sender, EventArgs e)
        {
            if (IsPostBack)
            {
                if (ViewState["x"] != null)
                {
                    CreateLB();
                }
            }
        }

        protected void Button1_Click(object sender, EventArgs e)
        {
            CreateLB();
        }

        private void CreateLB()
        {
            LinkButton lb = new LinkButton();
            lb.Text = "click me";
            lb.Click += new EventHandler(lb_Click);
            this.Controls.Add(lb);
            ViewState["x"] = true;
        }

        void lb_Click(object sender, EventArgs e)
        {
            x += 1;
            Label1.Text = x.ToString();
        }
    }

<asp:Button ID="Button1" runat="server" Text="Button" onclick="Button1_Click" />
<asp:Label ID="Label1" runat="server" Text="Label"></asp:Label>

protected void Button1_Click(object sender, EventArgs e)        
{            
   CreateLB();        
}