Playing around with SelectMany and Lookup(TKey, TElement). This example shows a List of Marvel Super Heroes and in which Universes they appear. The initial collection is composed by Universes that contains characters. The objective is to find out in which universes a character appeared.

Program.cs

class Program
    {
        static void Main(string[] args)
        {
            Console.WriteLine("List of Marvel universes where some famous super heroes appear");

            var universes = new[]
            {
                new Universe("Earth-616", "Main Continuity", new[]
                {
                    new Character(1, "Captain America"),
                    new Character(2, "Spider Man"),
                    new Character(3, "Thor"),
                }),
                new Universe("Earth-1610", "Ultimate Marvel", new[]
                {
                    new Character(2, "Spider Man"),
                    new Character(3, "Thor")
                }),
                new Universe("Earth-1298", "Mutant X", new[]
                {
                    new Character(3, "Thor"),
                }),
            };

            var charactersUniverse = (from helper in universes
                        .SelectMany(l => l.Characters, (universe, character) => new { universe, character })
                                      select new { UniverseId = helper.universe.Id, Character = helper.character })
                        .ToLookup(c => c.Character.Id, c => c.UniverseId);

            foreach (var character in charactersUniverse)
            {
                var worlds = string.Join(", ", character.ToList());

                Console.WriteLine($"Character: {character.Key} seen in these universes: [{worlds}]");
            }

            Console.ReadLine();
        }
    }

    public class Universe
    {
        public string Id { get; set; }

        public string Name { get; set; }

        public IEnumerable<Character> Characters { get; set; }

        public Universe(string id, string name, IEnumerable<Character> characters)
        {
            Id = id;
            Name = name;
            Characters = characters;
        }
    }

    public class Character
    {
        public int Id { get; set; }

        public string Name { get; set; }

        public Character(int id, string name)
        {
            Id = id;
            Name = name;
        }
    }