I started having this problem with one of my applications that connects to a WCF service I was debugging at home. Plenty of posts exist telling you to make sure there is a <system.web><compilation debug=”true:” /></system.web> entry in your web.config.
Well for most people that works but I learned that trick 9 years ago when Web Services first came on the scene. This was clearly different.
As it turns out the problem is related to the x64 debugging toolset (or the lack-thereof in Visual Studio 2008 et al).
The solution was simple. In the consuming application change the target CPU from Any CPU or x64 to x86.
Now you can step into your WCF service. Also, you should start campaigning to get a 64 bit version of Visual Studio 2010…etc. Microsoft’s Visual Studio development teams seems to think that it is an unnecessary feature. I beg to differ.