public static IQueryable<TEntity> WhereIn<TEntity, TValue>
  (
    this ObjectQuery<TEntity> query,
    Expression<Func<TEntity, TValue>> selector,
    IEnumerable<TValue> collection
  )
{
  if (selector == null) throw new ArgumentNullException("selector");
  if (collection == null) throw new ArgumentNullException("collection");
  ParameterExpression p = selector.Parameters.Single();

  if (!collection.Any()) return query;

  IEnumerable<Expression> equals = collection.Select(value =>
     (Expression)Expression.Equal(selector.Body,
          Expression.Constant(value, typeof(TValue))));

  Expression body = equals.Aggregate((accumulate, equal) =>
      Expression.Or(accumulate, equal));

  return query.Where(Expression.Lambda<Func<TEntity, bool>>(body, p));
}

//Optional - to allow static collection:
public static IQueryable<TEntity> WhereIn<TEntity, TValue>
  (
    this ObjectQuery<TEntity> query,
    Expression<Func<TEntity, TValue>> selector,
    params TValue[] collection
  )
{
  return WhereIn(query, selector, (IEnumerable<TValue>)collection);
}
USAGE:

public static void Main()
{
  using (MyObjectContext context = new MyObjectContext())
  {
    //Using method 1 - collection provided as collection
    var contacts1 =
      context.Contacts.WhereIn(c => c.Name, GetContactNames());

    //Using method 2 - collection provided statically
    var contacts2 = context.Contacts.WhereIn(c => c.Name,
      "Contact1",
      "Contact2",
      "Contact3",
      "Contact4"
      );
  }
}