[c#] In LINQ, select all values of property X where X != null

You can use the OfType operator. It ignores null values in the source sequence. Just use the same type as MyProperty and it won't filter out anything else.

// given:
// public T MyProperty { get; }
var nonNullItems = list.Select(x => x.MyProperty).OfType<T>();

I would advise against this though. If you want to pick non-null values, what can be more explicit than saying you want "the MyProperties from the list that are not null"?