Given these entities:

public class Person
{
public Guid Id

{ get; set; }
public string Name { get; set; }

public List<Address> Addresses

{ get; set; }
}

public class Address
{
public string Street { get; set; }

public string City

{ get; set; }
public string State { get; set; }

public string Zip

{ get; set; }

}

This query does not work: (people = MongoCollection<Person>)
people.AsQueryable().Where(p => p.Addresses.Any(a => a.State == "NY")).ToList()

It would be the equivalent of this query in the shell:
db.people.find(

{"Addresses.State":"NY"}

)

The exception thrown is:
Unhandled Exception: System.NotSupportedException: Enumerable.Any with a predicate is not supported.
at MongoDB.Driver.Linq.SelectQuery.BuildAnyQuery(MethodCallExpression methodCallExpression) in C:\work\10gen\mongodb\mongo-csharp-driver\Driver\Linq\Translators\SelectQuery.cs:line 262
at MongoDB.Driver.Linq.SelectQuery.BuildMethodCallQuery(MethodCallExpression methodCallExpression) in C:\work\10gen\mongodb\mongo-csharp-driver\Driver\Linq\Translators\SelectQuery.cs:line 695
at MongoDB.Driver.Linq.SelectQuery.BuildQuery(Expression expression) in C:\work\10gen\mongodb\mongo-csharp-driver\Driver\Linq\Translators\SelectQuery.cs:line 832
at MongoDB.Driver.Linq.SelectQuery.BuildQuery() in C:\work\10gen\mongodb\mongo-csharp-driver\Driver\Linq\Translators\SelectQuery.cs:line 123
at MongoDB.Driver.Linq.SelectQuery.Execute() in C:\work\10gen\mongodb\mongo-csharp-driver\Driver\Linq\Translators\SelectQuery.cs:line 132
at MongoDB.Driver.Linq.MongoQueryProvider.Execute(Expression expression) in C:\work\10gen\mongodb\mongo-csharp-driver\Driver\Linq\MongoQueryProvider.cs:line 147
at MongoDB.Driver.Linq.MongoQueryable`1.GetEnumerator() in C:\work\10gen\mongodb\mongo-csharp-driver\Driver\Linq\MongoQueryable.cs:line 81
at System.Collections.Generic.List`1..ctor(IEnumerable`1 collection)
at System.Linq.Enumerable.ToList[TSource](IEnumerable`1 source)
at ConsoleApplication5.Program.Main(String[] args) in C:\Projects\ConsoleApplication5\ConsoleApplication5\Program.cs:line 55

For now, I am using the Inject() workaround, however this type of query I believe needs to be supported.