LINQ to Entities - where..in clause with multiple columns

Question

I\'m trying to query data of the form with LINQ-to-EF:

class Location {
    string Country;
    string City;
    string Address;
    …
}

by

Answer 1

How about:

var result = locations.Where(l => keys.Any(k => 
                    k.Country == l.Country && 
                    k.City == l.City && 
                    k.Address == l.Address));

UPDATE

Unfortunately EF throws NotSupportedException on that, which disqualifies this answer if you need the query to run on DB side.

UPDATE 2

Tried all kinds of joins using custom classes and Tuples - neither works. What data volumes are we talking about? If it's nothing too big, you could either process it client-side (convenient) or use unions (if not faster, at least less data is transmitted).