Get a list of elements by their ID in entity framework

How can I get all elements that are in another list by ID? For eg; I have List roles; I'd like to get all roles from the database that are in this this list by their Id.

I'm using code-first.

I did this and it threw an error:

var roles = db.Roles.Where(r => user.Roles.Any(ur => ur.RoleId == r.RoleId));

RoleId is of type int.

Error:

Unable to create a constant value of type 'SampleMVC.Domain.Role'. Only primitive types ('such as Int32, String, and Guid') are supported in this context.