How to perform LINQ query over Enum?

return Enum.GetValues(typeof(Activity.StatusEnum)).Cast<Activity.StatusEnum>().Where((n, x) => x < 4);

If you want to be able to change the list of items, just add them into a List<Activity.StatusEnum> and use Contains:

var listValid = new List<Activity.StatusEnum>() { Activity.StatusEnum.Open, Activity.StatusEnum.Rejected, Activity.StatusEnum.Accepted, Activity.StatusEnum.Started };
return Enum.GetValues(typeof(Activity.StatusEnum)).Cast<Activity.StatusEnum>().Where(n => listValid.Contains(n));