gistfile1.cs

var categoryMystery = new XElement("CategorySearch",
                                    new XElement("Mystery"),
                                    new XElement("Movies",
                                        from m in Movies.Elements("Movie")
                                        where m.Elements("Categories").Descendants()
                                        .Contains(new XElement("Category", "Mystery"))
                                        select new XElement("Movie",
                                                new XElement("Title", m.Element("Title").Value))));