Combine several similar SELECT-expressions into a single expression

If all of the selectors will only initialize AgencyDTO objects (like your example), you can cast the expressions to NewExpression instances, then call Expression.New with the Members of the expressions.

You'll also need an ExpressionVisitor to replace the ParameterExpressions from the original expressions with a single ParameterExpression for the expression you're creating.

In case anyone else stumbles upon this with a similar use case as mine (my selects targeted different classes based on the level of detail needed):

Simplified scenario:

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

    public static Expression<Func<Data.Blog, BlogSummaryViewModel>> Map()
    {
        return (i => new BlogSummaryViewModel
        {
            Name = i.Name
        });
    }
}

public class BlogViewModel : BlogSummaryViewModel
{
    public int PostCount { get; set; }

    public static Expression<Func<Data.Blog, BlogViewModel>> Map()
    {
        return (i => new BlogViewModel
        {
            Name = i.Name,
            PostCount = i.Posts.Count()
        });
    }
}

I adapted the solution provided by @Marc Gravell like so:

public static class ExpressionMapExtensions
{
    public static Expression<Func<TSource, TTargetB>> Concat<TSource, TTargetA, TTargetB>(
        this Expression<Func<TSource, TTargetA>> mapA, Expression<Func<TSource, TTargetB>> mapB)
        where TTargetB : TTargetA
    {
        var param = Expression.Parameter(typeof(TSource), "i");

        return Expression.Lambda<Func<TSource, TTargetB>>(
            Expression.MemberInit(
                ((MemberInitExpression)mapB.Body).NewExpression,
                (new LambdaExpression[] { mapA, mapB }).SelectMany(e =>
                {
                    var bindings = ((MemberInitExpression)e.Body).Bindings.OfType<MemberAssignment>();
                    return bindings.Select(b =>
                    {
                        var paramReplacedExp = new ParameterReplaceVisitor(e.Parameters[0], param).VisitAndConvert(b.Expression, "Combine");
                        return Expression.Bind(b.Member, paramReplacedExp);
                    });
                })),
            param);
    }

    private class ParameterReplaceVisitor : ExpressionVisitor
    {
        private readonly ParameterExpression original;
        private readonly ParameterExpression updated;

        public ParameterReplaceVisitor(ParameterExpression original, ParameterExpression updated)
        {
            this.original = original;
            this.updated = updated;
        }

        protected override Expression VisitParameter(ParameterExpression node) => node == original ? updated : base.VisitParameter(node);
    }
}

The Map method of the extended class then becomes:

    public static Expression<Func<Data.Blog, BlogViewModel>> Map()
    {
        return BlogSummaryViewModel.Map().Concat(i => new BlogViewModel
        {
            PostCount = i.Posts.Count()
        });
    }

Not simple; you need to rewrite all the expressions - well, strictly speaking you can recycle most of one of them, but the problem is that you have different x in each (even though it looks the same), hence you need to use a visitor to replace all the parameters with the final x. Fortunately this isn't too bad in 4.0:

static void Main() {
    Expression<Func<Agency, AgencyDTO>> selector1 = x => new AgencyDTO { Name = x.Name };
    Expression<Func<Agency, AgencyDTO>> selector2 = x => new AgencyDTO { Phone = x.PhoneNumber };
    Expression<Func<Agency, AgencyDTO>> selector3 = x => new AgencyDTO { Location = x.Locality.Name };
    Expression<Func<Agency, AgencyDTO>> selector4 = x => new AgencyDTO { EmployeeCount = x.Employees.Count() };

    // combine the assignments from the 4 selectors
    var convert = Combine(selector1, selector2, selector3, selector4);

    // sample data
    var orig = new Agency
    {
        Name = "a",
        PhoneNumber = "b",
        Locality = new Location { Name = "c" },
        Employees = new List<Employee> { new Employee(), new Employee() }
    };

    // check it
    var dto = new[] { orig }.AsQueryable().Select(convert).Single();
    Console.WriteLine(dto.Name); // a
    Console.WriteLine(dto.Phone); // b
    Console.WriteLine(dto.Location); // c
    Console.WriteLine(dto.EmployeeCount); // 2
}
static Expression<Func<TSource, TDestination>> Combine<TSource, TDestination>(
    params Expression<Func<TSource, TDestination>>[] selectors)
{
    var zeroth = ((MemberInitExpression)selectors[0].Body);
    var param = selectors[0].Parameters[0];
    List<MemberBinding> bindings = new List<MemberBinding>(zeroth.Bindings.OfType<MemberAssignment>());
    for (int i = 1; i < selectors.Length; i++)
    {
        var memberInit = (MemberInitExpression)selectors[i].Body;
        var replace = new ParameterReplaceVisitor(selectors[i].Parameters[0], param);
        foreach (var binding in memberInit.Bindings.OfType<MemberAssignment>())
        {
            bindings.Add(Expression.Bind(binding.Member,
                replace.VisitAndConvert(binding.Expression, "Combine")));
        }
    }

    return Expression.Lambda<Func<TSource, TDestination>>(
        Expression.MemberInit(zeroth.NewExpression, bindings), param);
}
class ParameterReplaceVisitor : ExpressionVisitor
{
    private readonly ParameterExpression from, to;
    public ParameterReplaceVisitor(ParameterExpression from, ParameterExpression to)
    {
        this.from = from;
        this.to = to;
    }
    protected override Expression VisitParameter(ParameterExpression node)
    {
        return node == from ? to : base.VisitParameter(node);
    }
}

This uses the constructor from the first expression found, so you might want to sanity-check that all of the others use trivial constructors in their respective NewExpressions. I've left that for the reader, though.

Edit: In the comments, @Slaks notes that more LINQ could make this shorter. He is of course right - a bit dense for easy reading, though:

static Expression<Func<TSource, TDestination>> Combine<TSource, TDestination>(
    params Expression<Func<TSource, TDestination>>[] selectors)
{
    var param = Expression.Parameter(typeof(TSource), "x");
    return Expression.Lambda<Func<TSource, TDestination>>(
        Expression.MemberInit(
            Expression.New(typeof(TDestination).GetConstructor(Type.EmptyTypes)),
            from selector in selectors
            let replace = new ParameterReplaceVisitor(
                  selector.Parameters[0], param)
            from binding in ((MemberInitExpression)selector.Body).Bindings
                  .OfType<MemberAssignment>()
            select Expression.Bind(binding.Member,
                  replace.VisitAndConvert(binding.Expression, "Combine")))
        , param);        
}