Why is there no Linq method to return distinct values by a predicate?

It's annoying, certainly. It's also part of my "MoreLINQ" project which I must pay some attention to at some point :) There are plenty of other operations which make sense when acting on a projection, but returning the original - MaxBy and MinBy spring to mind.

As you say, it's easy to write - although I prefer the name "DistinctBy" to match OrderBy etc. Here's my implementation if you're interested:

    public static IEnumerable<TSource> DistinctBy<TSource, TKey>
        (this IEnumerable<TSource> source,
         Func<TSource, TKey> keySelector)
    {
        return source.DistinctBy(keySelector,
                                 EqualityComparer<TKey>.Default);
    }

    public static IEnumerable<TSource> DistinctBy<TSource, TKey>
        (this IEnumerable<TSource> source,
         Func<TSource, TKey> keySelector,
         IEqualityComparer<TKey> comparer)
    {
        if (source == null)
        {
            throw new ArgumentNullException("source");
        }
        if (keySelector == null)
        {
            throw new ArgumentNullException("keySelector");
        }
        if (comparer == null)
        {
            throw new ArgumentNullException("comparer");
        }
        return DistinctByImpl(source, keySelector, comparer);
    }

    private static IEnumerable<TSource> DistinctByImpl<TSource, TKey>
        (IEnumerable<TSource> source,
         Func<TSource, TKey> keySelector,
         IEqualityComparer<TKey> comparer)
    {
        HashSet<TKey> knownKeys = new HashSet<TKey>(comparer);
        foreach (TSource element in source)
        {
            if (knownKeys.Add(keySelector(element)))
            {
                yield return element;
            }
        }
    }

Jon, your solution is pretty good. One minor change though. I don't think we need EqualityComparer.Default in there. Here is my solution (ofcourse the starting point was Jon Skeet's solution)

    public static IEnumerable<T> DistinctBy<T, TKey>(this IEnumerable<T> source, Func<T, TKey> keySelector)
    {
        //TODO All arg checks
        HashSet<TKey> keys = new HashSet<TKey>();
        foreach (T item in source)
        {
            TKey key = keySelector(item);
            if (!keys.Contains(key))
            {
                keys.Add(key);
                yield return item;
            }
        }
    }

But that seems messy.

It's not messy, it's correct.

• If you want Distinct Programmers by FirstName and there are four Amy's, which one do you want?
• If you Group programmers By FirstName and take the First one, then it is clear what you want to do in the case of four Amy's.

I can only use it here because I have a single key.

You can do a multiple key "distinct" with the same pattern:

return myList
  .GroupBy( x => new { x.Url, x.Age } )
  .Select( g => g.First() );