Select records that does not exist in another table in Entity Framework

What you want is something like the following:

db.Customers
    .Where(c => !db.Blacklists
        .Select(b => b.CusId)
        .Contains(c.CusId)
    );

EF will happily turn that into a sub-query that will run quite well.

This pattern works for static lists (creates an IN(a, b, c) expression) as well as other tables. You can use it to check for being in the list or not in the list.

If you want to test it and see the SQL it generates, I strongly recommend LINQPad (it is free). That's what I use to test out little ideas in LINQ all the time.

How about something like this:

var subselect = (from b in BlackList select b.CusId).ToList();

var result = from c in Customer where !subselect.Contains(c.CusId) select c;