Distinct() with lambda?

It looks to me like you want DistinctBy from MoreLINQ. You can then write:

var distinctValues = myCustomerList.DistinctBy(c => c.CustomerId);

Here's a cut-down version of DistinctBy (no nullity checking and no option to specify your own key comparer):

public static IEnumerable<TSource> DistinctBy<TSource, TKey>
     (this IEnumerable<TSource> source, Func<TSource, TKey> keySelector)
{
    HashSet<TKey> knownKeys = new HashSet<TKey>();
    foreach (TSource element in source)
    {
        if (knownKeys.Add(keySelector(element)))
        {
            yield return element;
        }
    }
}

To Wrap things up . I think most of the people which came here like me want the simplest solution possible without using any libraries and with best possible performance.

(The accepted group by method for me i think is an overkill in terms of performance. )

Here is a simple extension method using the IEqualityComparer interface which works also for null values.

Usage:

var filtered = taskList.DistinctBy(t => t.TaskExternalId).ToArray();

Extension Method Code

public static class LinqExtensions
{
    public static IEnumerable<T> DistinctBy<T, TKey>(this IEnumerable<T> items, Func<T, TKey> property)
    {
        GeneralPropertyComparer<T, TKey> comparer = new GeneralPropertyComparer<T,TKey>(property);
        return items.Distinct(comparer);
    }   
}
public class GeneralPropertyComparer<T,TKey> : IEqualityComparer<T>
{
    private Func<T, TKey> expr { get; set; }
    public GeneralPropertyComparer (Func<T, TKey> expr)
    {
        this.expr = expr;
    }
    public bool Equals(T left, T right)
    {
        var leftProp = expr.Invoke(left);
        var rightProp = expr.Invoke(right);
        if (leftProp == null && rightProp == null)
            return true;
        else if (leftProp == null ^ rightProp == null)
            return false;
        else
            return leftProp.Equals(rightProp);
    }
    public int GetHashCode(T obj)
    {
        var prop = expr.Invoke(obj);
        return (prop==null)? 0:prop.GetHashCode();
    }
}

Shorthand solution

myCustomerList.GroupBy(c => c.CustomerId, (key, c) => c.FirstOrDefault());

IEnumerable<Customer> filteredList = originalList
  .GroupBy(customer => customer.CustomerId)
  .Select(group => group.First());