Merge multiple Lists into one List with LINQ

Yes - you can do it like this:

List<int> red = new List<int> { 0x00, 0x03, 0x06, 0x08, 0x09 };
List<int> green = new List<int> { 0x00, 0x05, 0x06, 0x07, 0x0a };
List<int> blue = new List<int> { 0x00, 0x02, 0x03, 0x05, 0x09 };

List<RGB> colors = Enumerable
    .Range(0, red.Count)
    .Select(i => new RGB(red[i], green[i], blue[i]))
    .ToList();

You're essentially trying to zip up three collections. If only the LINQ Zip() method supported zipping up more than two simultaneously. But alas, it only supports only two at a time. But we can make it work:

var reds = new List<int> { 0x00, 0x03, 0x06, 0x08, 0x09 };
var greens = new List<int> { 0x00, 0x05, 0x06, 0x07, 0x0a };
var blues = new List<int> { 0x00, 0x02, 0x03, 0x05, 0x09 };

var colors =
    reds.Zip(greens.Zip(blues, Tuple.Create),
        (red, tuple) => new RGB(red, tuple.Item1, tuple.Item2)
    )
    .ToList();

Of course it's not terribly painful to write up an extension method to do three (or more).

public static IEnumerable<TResult> Zip<TFirst, TSecond, TThird, TResult>(
    this IEnumerable<TFirst> first,
    IEnumerable<TSecond> second,
    IEnumerable<TThird> third,
    Func<TFirst, TSecond, TThird, TResult> resultSelector)
{
    using (var enum1 = first.GetEnumerator())
    using (var enum2 = second.GetEnumerator())
    using (var enum3 = third.GetEnumerator())
    {
        while (enum1.MoveNext() && enum2.MoveNext() && enum3.MoveNext())
        {
            yield return resultSelector(
                enum1.Current,
                enum2.Current,
                enum3.Current);
        }
    }
}

This makes things a lot more nicer:

var colors =
    reds.Zip(greens, blues,
        (red, green, blue) => new RGB(red, green, blue)
    )
    .ToList();