GroupProjection.cs

class DataClass 
{
    public int Id { get; set; }
    public int MyInt { get; set; }
}

var ids = new List<int> { 1, 3 };

var data = new List<DataClass> {
    new DataClass { Id = 1, MyInt = 10 },
    new DataClass { Id = 1, MyInt = 11 },
    new DataClass { Id = 2, MyInt = 12 },
    new DataClass { Id = 3, MyInt = 13 },
};

var dictionary = data.GroupBy(d => d.Id)
    .Where(g => ids.Contains(g.Key))
    .ToDictionary(
        k => k.Key, 
        v => v.Select(d => d.MyInt).ToList()
    );