如果不想延遲加載，可以通過設置：context.Configuration.LazyLoadingEnabled = false;或查詢時加上AsNoTracking()方法即可。
如果不想生成代理，可以通過設置：context.Configuration.ProxyCreationEnabled = false;
注意當context.Configuration.ProxyCreationEnabled = false;時延遲加載也就不生效，原理很簡單，因為沒有代理。
當禁用延遲加載后，關聯屬性（導航屬性）不會被實例化，這時如果需要實例化該屬性，則需要通過Include方法，意為顯式加載（也有人稱為飢餓加載），具體的用法也可參見我之前的文章：http://www.cnblogs.com/zuowj/p/4514230.html
好了有了上面知識的了解，我們想實現一次性加載所有內容包含關聯屬性的值，且不要生成代理對象，就很簡單了，我項目中的語句如下：
var context = new LocalDbEntities();
context.Configuration.LazyLoadingEnabled = false;
context.Configuration.ProxyCreationEnabled = false;
result=context.Set<TA_CWTransferRequestInfo>().Where(t => true).Include(t => t.TA_CWBankAccountInfo).GroupBy(t => t.TA_CWBankAccountInfo.bkcode)
.ToDictionary(gp => gp.Key, gp => gp.ToList());
代碼簡單說明一下，TA_CWTransferRequestInfo有一個關聯屬性TA_CWBankAccountInfo，我想實現依據TA_CWBankAccountInfo.bkcode來分組並存入Dictionary中，最后我需要用到TA_CWTransferRequestInfo.TA_CWBankAccountInfo屬性的信息，原本以為沒有問題，但實際使用時，卻報錯：無法對 null 引用執行運行時綁定，經DEBUG時發現TA_CWTransferRequestInfo.TA_CWBankAccountInfo=null，這就有點不解了，明明我使用了Include，為何沒有加載呢？不解之余查看了一下上述LINQ生成的SQL語句如下：
SELECT
[Project2].[C1] AS [C1],
[Project2].[bkcode] AS [bkcode],
[Project2].[C2] AS [C2],
[Project2].[id] AS [id],
[Project2].[fromactacn] AS [fromactacn],
[Project2].[toactacn] AS [toactacn],
[Project2].[toibkn] AS [toibkn],
[Project2].[toname] AS [toname],
[Project2].[toaddr] AS [toaddr],
[Project2].[tobknm] AS [tobknm],
[Project2].[tobkcode] AS [tobkcode],
[Project2].[trnamt] AS [trnamt],
[Project2].[trncur] AS [trncur],
[Project2].[priolv] AS [priolv],
[Project2].[furinfo] AS [furinfo],
[Project2].[trfdate] AS [trfdate],
[Project2].[trftime] AS [trftime],
[Project2].[comacn] AS [comacn],
[Project2].[field1] AS [field1],
[Project2].[field2] AS [field2],
[Project2].[field3] AS [field3],
[Project2].[field4] AS [field4],
[Project2].[field5] AS [field5],
[Project2].[field6] AS [field6],
[Project2].[field7] AS [field7],
[Project2].[field8] AS [field8],
[Project2].[processing] AS [processing],
[Project2].[transtype] AS [transtype],
[Project2].[trfmode] AS [trfmode],
[Project2].[createdt] AS [createdt],
[Project2].[lastupdatedt] AS [lastupdatedt],
[Project2].[lastrspid] AS [lastrspid],
[Project2].[rowversion] AS [rowversion],
[Project2].[lyd_guid] AS [lyd_guid]
FROM ( SELECT
[Distinct1].[bkcode] AS [bkcode],
1 AS [C1],
[Join2].[id] AS [id],
[Join2].[fromactacn] AS [fromactacn],
[Join2].[toactacn] AS [toactacn],
[Join2].[toibkn] AS [toibkn],
[Join2].[toname] AS [toname],
[Join2].[toaddr] AS [toaddr],
[Join2].[tobknm] AS [tobknm],
[Join2].[tobkcode] AS [tobkcode],
[Join2].[trnamt] AS [trnamt],
[Join2].[trncur1] AS [trncur],
[Join2].[priolv] AS [priolv],
[Join2].[furinfo] AS [furinfo],
[Join2].[trfdate] AS [trfdate],
[Join2].[trftime] AS [trftime],
[Join2].[comacn] AS [comacn],
[Join2].[field11] AS [field1],
[Join2].[field21] AS [field2],
[Join2].[field31] AS [field3],
[Join2].[field41] AS [field4],
[Join2].[field51] AS [field5],
[Join2].[field6] AS [field6],
[Join2].[field7] AS [field7],
[Join2].[field8] AS [field8],
[Join2].[processing] AS [processing],
[Join2].[transtype] AS [transtype],
[Join2].[trfmode] AS [trfmode],
[Join2].[createdt] AS [createdt],
[Join2].[lastupdatedt1] AS [lastupdatedt],
[Join2].[lastrspid] AS [lastrspid],
[Join2].[rowversion1] AS [rowversion],
[Join2].[lyd_guid] AS [lyd_guid],
CASE WHEN ([Join2].[priolv] IS NULL) THEN CAST(NULL AS int) ELSE 1 END AS [C2]
FROM (SELECT DISTINCT
[Extent2].[bkcode] AS [bkcode]
FROM [dbo].[TA_CWTransferRequestInfo] AS [Extent1]
INNER JOIN [dbo].[TA_CWBankAccountInfo] AS [Extent2] ON [Extent1].[fromactacn] = [Extent2].[actacn] ) AS [Distinct1]
LEFT OUTER JOIN (SELECT [Extent3].[id] AS [id], [Extent3].[fromactacn] AS [fromactacn], [Extent3].[toactacn] AS [toactacn], [Extent3].[toibkn] AS [toibkn], [Extent3].[toname] AS [toname], [Extent3].[toaddr] AS [toaddr], [Extent3].[tobknm] AS [tobknm], [Extent3].[tobkcode] AS [tobkcode], [Extent3].[trnamt] AS [trnamt], [Extent3].[trncur] AS [trncur1], [Extent3].[priolv] AS [priolv], [Extent3].[furinfo] AS [furinfo], [Extent3].[trfdate] AS [trfdate], [Extent3].[trftime] AS [trftime], [Extent3].[comacn] AS [comacn], [Extent3].[field1] AS [field11], [Extent3].[field2] AS [field21], [Extent3].[field3] AS [field31], [Extent3].[field4] AS [field41], [Extent3].[field5] AS [field51], [Extent3].[field6] AS [field6], [Extent3].[field7] AS [field7], [Extent3].[field8] AS [field8], [Extent3].[processing] AS [processing], [Extent3].[transtype] AS [transtype], [Extent3].[trfmode] AS [trfmode], [Extent3].[createdt] AS [createdt], [Extent3].[lastupdatedt] AS [lastupdatedt1], [Extent3].[lastrspid] AS [lastrspid], [Extent3].[rowversion] AS [rowversion1], [Extent3].[lyd_guid] AS [lyd_guid], [Extent4].[bkcode] AS [bkcode]
FROM [dbo].[TA_CWTransferRequestInfo] AS [Extent3]
INNER JOIN [dbo].[TA_CWBankAccountInfo] AS [Extent4] ON [Extent3].[fromactacn] = [Extent4].[actacn] ) AS [Join2] ON ([Distinct1].[bkcode] = [Join2].[bkcode]) OR (1 = 0)
) AS [Project2]
ORDER BY [Project2].[bkcode] ASC, [Project2].[C2] ASC
看到這個SQL語句我也是醉了，與我的本意完全不同，從上面的SQL語句可以看出來：它雖然關聯時有用到[TA_CWBankAccountInfo]，但最后只查出[TA_CWTransferRequestInfo]的字段，當然也就無法實例化關聯的TA_CWBankAccountInfo屬性了，最后得出結論，當使用GroupBy+ToDictionary時，Include方法無效。
鑒於上述結論，我將上述語句稍微作了一下調整，就成功通過測試了，更改后的語句：
var context = new LocalDbEntities();
context.Configuration.LazyLoadingEnabled = false;
context.Configuration.ProxyCreationEnabled = false;
return context.Set<TA_CWTransferRequestInfo>().Where(t => true).Include(t => t.TA_CWBankAccountInfo).ToList().GroupBy(t => t.TA_CWBankAccountInfo.bkcode)
.ToDictionary(gp => gp.Key, gp => gp.ToList());
發現區別了沒有？我只是在Include后加了一個ToList()方法就可以了，目的是先從數據庫查詢出符合條件的數據（包含關聯的數據），然后再在本地進行GroupBy操作，可以看一下生成的SQL語句：
SELECT
[Extent1].[priolv] AS [priolv],
[Extent1].[id] AS [id],
[Extent1].[fromactacn] AS [fromactacn],
[Extent1].[toactacn] AS [toactacn],
[Extent1].[toibkn] AS [toibkn],
[Extent1].[toname] AS [toname],
[Extent1].[toaddr] AS [toaddr],
[Extent1].[tobknm] AS [tobknm],
[Extent1].[tobkcode] AS [tobkcode],
[Extent1].[trnamt] AS [trnamt],
[Extent1].[trncur] AS [trncur],
[Extent1].[furinfo] AS [furinfo],
[Extent1].[trfdate] AS [trfdate],
[Extent1].[trftime] AS [trftime],
[Extent1].[comacn] AS [comacn],
[Extent1].[field1] AS [field1],
[Extent1].[field2] AS [field2],
[Extent1].[field3] AS [field3],
[Extent1].[field4] AS [field4],
[Extent1].[field5] AS [field5],
[Extent1].[field6] AS [field6],
[Extent1].[field7] AS [field7],
[Extent1].[field8] AS [field8],
[Extent1].[processing] AS [processing],
[Extent1].[transtype] AS [transtype],
[Extent1].[trfmode] AS [trfmode],
[Extent1].[createdt] AS [createdt],
[Extent1].[lastupdatedt] AS [lastupdatedt],
[Extent1].[lastrspid] AS [lastrspid],
[Extent1].[rowversion] AS [rowversion],
[Extent1].[lyd_guid] AS [lyd_guid],
[Extent2].[actacn] AS [actacn],
[Extent2].[ibknum] AS [ibknum],
[Extent2].[actnam] AS [actnam],
[Extent2].[bknm] AS [bknm],
[Extent2].[bkcode] AS [bkcode],
[Extent2].[addr] AS [addr],
[Extent2].[actacnas] AS [actacnas],
[Extent2].[trncur] AS [trncur1],
[Extent2].[field1] AS [field11],
[Extent2].[field2] AS [field21],
[Extent2].[field3] AS [field31],
[Extent2].[field4] AS [field41],
[Extent2].[field5] AS [field51],
[Extent2].[lastupdatedt] AS [lastupdatedt1],
[Extent2].[rowversion] AS [rowversion1]
FROM [dbo].[TA_CWTransferRequestInfo] AS [Extent1]
INNER JOIN [dbo].[TA_CWBankAccountInfo] AS [Extent2] ON [Extent1].[fromactacn] = [Extent2].[actacn]
這個SQL語句是既簡潔又明了，符合我的意圖，從遇到的這個坑得到啟示，有時不要把問題復雜化，換個角度看問題或許能找到更好的解決辦法。