string[] cities = { "London", "Madrid" };

IQueryable<Customer> custs = db.Customers.Where(c => cities.Contains(c.City));

public static IQueryable<TEntity> In<TEntity, TValue>(this IQueryable<TEntity> source, Expression<Func<TEntity, TValue>> valueSelector, IEnumerable<TValue> values)

         {

             if (null == valueSelector) { throw new ArgumentNullException("valueSelector"); }

             if (null == values) { throw new ArgumentNullException("values"); }

             ParameterExpression p = valueSelector.Parameters.Single();

             // p => valueSelector(p) == values[0] || valueSelector(p) == ...

             if (!values.Any())

             {

                 //return e => false;

                 return source;

             }

             var equals = values.Select(value => (Expression)Expression.Equal(valueSelector.Body, Expression.Constant(value, typeof(TValue))));

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

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

         }