int[] productList = new int[] { 1, 2, 3, 4 };

var myProducts = from p in db.Products
where productList.Contains(p.ProductID)
select p;

SELECT [t0].[ProductID], [t0].[Name], [t0].[ProductNumber], [t0].[MakeFlag], [t0].[FinishedGoodsFlag],
[t0].[Color], [t0].[SafetyStockLevel], [t0].[ReorderPoint], [t0].[StandardCost], [t0].[ListPrice],
[t0].[Size], [t0].[SizeUnitMeasureCode], [t0].[WeightUnitMeasureCode], [t0].[Weight], [t0].[DaysToManufacture],
[t0].[ProductLine], [t0].[Class], [t0].[Style], [t0].[ProductSubcategoryID], [t0].[ProductModelID],
[t0].[SellStartDate], [t0].[SellEndDate], [t0].[DiscontinuedDate], [t0].[rowguid], [t0].[ModifiedDate]
FROM [Production].[Product] AS [t0]
WHERE [t0].[ProductID] IN (@p0, @p1, @p2, @p3)

Source