var filtered = (new[] { 1, 2, 3, 4 }).Where(i => i % 2 != 0);
Not bad for a static language. :)
You can drop the parentheses, and int is inferred by the compiler:
var filtered = new[]{ 1, 2, 3, 4 }.Where( i => i % 2 != 0 );
Alternatively:
var filtered = Enumerable.Range( 1, 4 ).Where( i => i % 2 > 0 );
var filtered = new List<int>{1, 2, 3, 4}.FindAll(x => x % 2 == 0);