You can get every file, then filter the array:
public static IEnumerable<FileInfo> GetFilesByExtensions(this DirectoryInfo dirInfo, params string[] extensions)
{
var allowedExtensions = new HashSet<string>(extensions, StringComparer.OrdinalIgnoreCase);
return dirInfo.EnumerateFiles()
.Where(f => allowedExtensions.Contains(f.Extension));
}
This will be (marginally) faster than every other answer here.
In .Net 3.5, replace EnumerateFiles with GetFiles (which is slower).
And use it like this:
var files = new DirectoryInfo(...).GetFilesByExtensions(".jpg", ".mov", ".gif", ".mp4");