One solution that I have found myself doing (for MS SQL 2005/2008). And I'm not sure if it is appropriate in all scenarios is to just write dynamic sql and execute it against the datacontext using the ExecuteQuery method.
For example, if I have an unbounded list that I am trying to pass to a query to do a contains...
' Mock a list of values
Dim ids as New List(of Integer)
ids.Add(1)
ids.Add(2)
' ....
ids.Add(1234)
Dim indivs = (From c In context.Individuals _
Where ids.Contains(c.Id) _
Select c).ToList
I would modify this query to create a SQL string to execute against the database directly like so...
Dim str As New Text.StringBuilder("")
Dim declareStmt as string = "declare @ids table (indivId int) " & vbcrlf)
For i As Integer = 0 To ids.Count - 1
str.Append("select " & ids(i).ToString() & " & vbcrlf)
If i < ids.Count Then
str.Append("union " & vbcrlf)
End If
Next
Dim selStatement As String = "select * From " & context.Mapping.GetTable(GetType(Individuals)).TableName & _
" indiv " & vbcrlf & _
" inner join @ids ids on indiv.id = ids.id"
Dim query = declareStmt & str.ToString & selStatement
Dim result = context.ExecuteQuery(of Individual)(query).ToList
So barring any syntax errors or bugs that I coded (the above is more or less psuedo code and not tested), the above will generate a table variable in SQL and execute an inner join against the desired table (Individuals in this example) and avoid the use of a "IN" statement.
Hope that helps someone out!