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).