Ok, guys, after a few days of struggle I finally figured this out. There is no documentation on the Internet and people who had done it before did not want to share their success by some reason. I found this discussion which helped me.
To make it work you will need DotNetOpenAuth
from http://www.dotnetopenauth.net/ and gdata
from http://code.google.com/p/google-gdata/
so
using DotNetOpenAuth.ApplicationBlock;
using DotNetOpenAuth.OAuth;
using Google.GData.Client;
using Google.GData.Analytics;
In DotNetOpenAuth there is sample project named OAuthConsumer which you need.
Change it to requiest authorization for Analytics:
GoogleConsumer.RequestAuthorization(google, GoogleConsumer.Applications.Analytics);
This will get you Token and Token secret.
You can use them like this:
GOAuthRequestFactory requestFactory = new GOAuthRequestFactory("cp", TokenManager.ConsumerKey); //ConsumerKey actually is the name of web application
requestFactory.ConsumerKey = TokenManager.ConsumerKey;
requestFactory.ConsumerSecret = TokenManager.ConsumerSecret;
requestFactory.Token = AccessToken;
requestFactory.TokenSecret = TokenManager.GetTokenSecret(AccessToken);
requestFactory.UseSSL = true;
AnalyticsService service = new AnalyticsService(requestFactory.ApplicationName); // acually the same as ConsumerKey
service.RequestFactory = requestFactory;
const string dataFeedUrl = "https://www.google.com/analytics/feeds/data";
DataQuery query1 = new DataQuery(dataFeedUrl);
This service you can use like here or here
And the last thing, you WILL NOT be available to try and test it on localhost
so you will need a domain which MUST be registered with Google here in order to get consumer key and secret