[linq] Linq to SQL how to do "where [column] in (list of values)"

Here is how I do it by using HashSet

        HashSet<String> hs = new HashSet<string>(new String[] { "Pluto", "Earth", "Neptune" });
        String[] arr =
        {
            "Pluto",
            "Earth",
            "Neptune",
            "Jupiter",
            "Saturn",
            "Mercury",
            "Pluto",
            "Earth",
            "Neptune",
            "Jupiter",
            "Saturn",
            "Mercury",
            // etc.
        };
        ICollection<String> coll = arr;

        String[] arrStrFiltered = coll.Where(str => hs.Contains(str)).ToArray();

HashSet is basically almost to O(1) so your complexity remains O(n).