How to find List has duplicate values in List<string>

Try to use GroupBy and Any like;

lstNames.GroupBy(n => n).Any(c => c.Count() > 1);

GroupBy method;

Groups the elements of a sequence according to a specified key selector function and projects the elements for each group by using a specified function.

Any method, it returns boolean;

Determines whether any element of a sequence exists or satisfies a condition.

If you're looking for the most efficient way of doing this,

var lstNames = new List<string> { "A", "B", "A" };
var hashset = new HashSet<string>();
foreach(var name in lstNames)
{
    if (!hashset.Add(name))
    {
        Console.WriteLine("List contains duplicate values.");
        break;
    }
}

will stop as soon as it finds the first duplicate. You can wrap this up in a method (or extension method) if you'll be using it in several places.

A generalized and compact extension version of the answer based on hash technique:

public static bool AreAnyDuplicates<T>(this IEnumerable<T> list)
{
    var hashset = new HashSet<T>();
    return list.Any(e => !hashset.Add(e));
}