Select from multiple tables in one call

DO NOT USE UNION. DataAdapter is weapon of choise.

var commandText = "SELECT * FROM Table1; SELECT * FROM Table2;";
var ds = new DataSet();
using (var da = new SqlDataAdapter(commandText, "your cn"))
{
    da.Fill(ds);
}

Using:

ds.Tables["Table1"]...
ds.Tables["Table2"]...

You can get multiple result sets in a single request using a DataReader. You can use it with or without entity framework.

If you are using Entity Framework, you can pass a DbDataReader to ObjectContext.Translate method to translate multiple result set to requested object types. The command which is used to create the data reader can be a stored procedure, or you can simply use a command containing your queries to shape multiple result set.

Example

List<Table1> list1;
List<Table2> list2;

using (var cn = new SqlConnection(@"Connection String"))
{
    cn.Open();
    using (var cmd = cn.CreateCommand())
    {
        cmd.CommandText = "SELECT * FROM Table1; SELECT * FROM Table2";
        var reader = cmd.ExecuteReader(); 
        using (var db = new YourDbContext())
        {
            var context = ((IObjectContextAdapter)db).ObjectContext;
            list1 = context.Translate<Table1>(reader).ToList();
            reader.NextResult();
            list2 = context.Translate<Table2>(reader).ToList();
        }
    }
}

If you are using SqlDataAdapter, you can simply pass a command containing your queries and then using Fill, fill a data set. The data adapter itself will use DataReader behind the scene.

Example

var connectionString = @"Connection String";
var commandText = "SELECT * FROM Table1; SELECT * FROM Table2;";
var ds = new DataSet();
using (var da = new SqlDataAdapter(commandText, connectionString))
{
    da.Fill(ds);
}

Then you can shape the results to List<Table1> and List<Table2>.

You can use UNION ALL to merge multiple queries.

Do something like this:

SELECT * FROM Table1
UNION ALL
SELECT * FROM Table2

Edit:

You can do this if you want to know where a single record is from:

SELECT *, 1 AS TableName FROM Table1
UNION ALL
SELECT *, 2 AS TableName FROM Table2

This will add another column that can be used to split the array into 3 lists.