where-in.php

<?php

/**
mysql> CREATE TABLE `modules` (
    ->   `moduleid` smallint(5) NOT NULL AUTO_INCREMENT,
    ->   `parentid` smallint(5) DEFAULT NULL,
    ->   `title` varchar(50) DEFAULT NULL,
    ->   PRIMARY KEY (`moduleid`)
    -> ) ENGINE=InnoDB AUTO_INCREMENT=4 DEFAULT CHARSET=latin1;
Query OK, 0 rows affected (0.21 sec)

mysql> insert into modules values (null, 1, 'Title 1');
Query OK, 1 row affected (0.00 sec)

mysql> insert into modules values (null, 1, 'Title 2');
Query OK, 1 row affected (0.00 sec)

mysql> insert into modules values (null, 2, 'Title 3');
Query OK, 1 row affected (0.00 sec)

*/

$di = new Phalcon\DI();

$db = new Phalcon\Db\Adapter\Pdo\Mysql(array(
        'hostname' => 'localhost',
        'username' => 'root',
        'password' => '',
        'dbname' => 'test'
));

$eventsManager = new Phalcon\Events\Manager();

//Listen all the database events
$eventsManager->attach('db', function($event, $connection){
        if ($event->getType() == 'beforeQuery') {
                $sqlVariables = $connection->getSqlVariables();
                if (count($sqlVariables)) {
                        echo $connection->getSqlStatement(), ' [', join(', ', $sqlVariables), ']<br>';
                } else {
                        echo $connection->getSqlStatement(), '<br>';
                }
        } 
});

//Assign the eventsManager to the db adapter instance
$db->setEventsManager($eventsManager);

$di['db'] = $db;
$di['modelsManager'] = new Phalcon\Mvc\Model\Manager();
$di['modelsMetadata'] = new Phalcon\Mvc\Model\MetaData\Memory();

//Define the class
class Modules extends Phalcon\Mvc\Model
{

}

$modules = $di['modelsManager']
        ->createBuilder()
        ->from('Modules')
        ->inWhere('parentid', array(1, 2))
        ->getQuery()
        ->execute();

foreach ($modules as $module) {
        echo $module->parentid, ' ', $module->title, '<br>';
}