Daniel Moth has a great screencast on Channel 9 digging into Local Variable Type Inference, Object Initiliazers, Anonymous Types, Extension Methods, Lambda Expressions and Query Expressions.  These are all features of C# 3.0 & VB9 that enable LINQ.  I cover these features briefly in my LINQ presentations.  However, I don't typically have enough time to go deep during an 1-1.5 hour overview presentation.  Daniel does an excellent job breaking down the features.  You should check out this video if you want to know more about the features that ultimately enable the SQL-like syntax you see with LINQ.

-Marc