I'll say up front that I am doing some really scary things with linq on dynamic data. But I can't figure out why this query fails to compile:
Error 1 The property '<>h__TransparentIdentifier0' cannot be used with type arguments
public class Program
{
    public static void Main(string[] args)
    {
        var docs = new dynamic[0];
        var q = from doc in docs
                where doc["@metadata"]["Raven-Entity-Name"] == "Cases"
                where doc.AssociatedEntities != null
                from entity in doc.AssociatedEntities
                where entity.Tags != null // COMPILER ERROR HERE
                from tag in entity.Tags
                where tag.ReferencedAggregate != null
                select new {tag.ReferencedAggregate.Id, doc.__document_id};
    }
}
public static class LinqOnDynamic
{
    private static IEnumerable<dynamic> Select(this object self)
    {
        if (self == null)
            yield break;
        if (self is IEnumerable == false || self is string)
            throw new InvalidOperationException("Attempted to enumerate over " + self.GetType().Name);
        foreach (var item in ((IEnumerable) self))
        {
            yield return item;
        }
    }
    public static IEnumerable<dynamic> SelectMany(this object source,
                                                    Func<dynamic, int, IEnumerable<dynamic>> collectionSelector,
                                                    Func<dynamic, dynamic, dynamic> resultSelector)
    {
        return Enumerable.SelectMany(Select(source), collectionSelector, resultSelector);
    }
    public static IEnumerable<dynamic> SelectMany(this object source,
                                                    Func<dynamic, IEnumerable<dynamic>> collectionSelector,
                                                    Func<dynamic, dynamic, dynamic> resultSelector)
    {
        return Enumerable.SelectMany(Select(source), collectionSelector, resultSelector);
    }
    public static IEnumerable<dynamic> SelectMany(this object source,
                                                    Func<object, IEnumerable<dynamic>> selector)
    {
        return Select(source).SelectMany<object, object>(selector);
    }
    public static IEnumerable<dynamic> SelectMany(this object source,
                                                                    Func<object, int, IEnumerable<dynamic>> selector)
    {
        return Select(source).SelectMany<object, object>(selector);
    }
}
To add insult to injury, the following works:
var docs = new dynamic[0];
var q = from doc in docs
        where doc["@metadata"]["Raven-Entity-Name"] == "Cases"
        where doc.AssociatedEntities != null
        from entity in doc.AssociatedEntities
        where entity.Tags != null
        from tag in entity.Tags
        select new { tag.ReferencedAggregate.Id, doc.__document_id };
It is only when I add:
where tag.ReferencedAggregate != null
That I get an error two lines before:
where entity.Tags != null // COMPILER ERROR HERE
Not sure what is going on
If I try just converting your calls to:
var q = from doc in docs.Where(doc => doc["@metadata"]["Raven-Entity-Name"] == "Cases" || doc.AssociatedEntities != null)
        from entity in doc.AssociatedEntities.Where(entity => entity.Tags != null)
I get a different compiler error which perhaps reveals what is going on:
'Cannot use a lambda expression as an argument to a dynamically dispatched operation without first casting it to a delegate or expression tree type'
So I guess you have to overload the Where operator.
var q = from doc in docs
        where doc["@metadata"]["Raven-Entity-Name"] == "Cases"
        where doc.AssociatedEntities != null
        from entity in 
            ((IEnumerable<dynamic>)doc.AssociatedEntities)
            .Where(entity => entity.Tags != null)
        from tag in 
            ((IEnumerable<dynamic>)entity.Tags)
            .Where(tag => tag.ReferencedAggregate != null)
        select new { tag.ReferencedAggregate.Id, doc.__document_id };
That's a little better. Not perfect, but it's like inception - you can only go so many levels deep before you get lost in limbo.
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