LINQ To SQLでSQLのUNION または UNION ALLを実装するには？

var query = 
    (from e in db.Employee select e.EmployeeName)
    .Concat
    (from d in db.Department select d.DepartmentName);

.ConcatがUNION ALLに相当する。

var query = 
    (from e in db.Employee select e.EmployeeName)
    .Union
    (from d in db.Department select d.DepartmentName);

.Unionが、UNIONに相当する。 

複数の項目をUNIONする場合は

var infoQuery =
    (from cust in db.Customers
    select new { Name = cust.CompanyName, cust.Phone }
    )
   .Concat
       (from emp in db.Employees
       select new
       {
           Name = emp.FirstName + " " + emp.LastName,
           Phone = emp.HomePhone
       }
       );