Ok, I'm running into brick walls.

I'm trying to do this:

from p in Products
join i in new[] {1,2,3}
on p.Id equals i
select p

I get

NotSupportedException 
Local sequence cannot be used in LINQ to SQL implementation of query operators except the Contains() operator.

I try again with this:

from p in Products
where ( new[] {1,2,3}).Contains (p.Id )
select p

Woot got some data back in LinqPad.

Tried this in actual code...

IList<int> ids = new List<int>(new[] {1, 2, 3});
IQueryable<Product> product =
from p in Products
where ids.Contains(p.Id)
select p;

I get

Method 'Boolean Contains(Int32)' has no supported translation to SQL.

But it just worked in LinqPad...

Try again:

IEnumerable<int> ids = new int[] {1, 2, 3};
IQueryable<Product> product =
from p in Products
where ids.Contains(p.Id)
select p;

Bingo.

So summary:

In LINQ, IEnumerable.Contains is only implemented for the IEnumerable interface and not the IList interface.  Seems obvious now in hindsight.