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let's say I have the following code:
ConcurrentDictionary<long, long> myDict= new ConcurrentDictionary<long, long>(); Normally every access by key is threadsafe, but is also the following linq query threadsafe? I have not found anything in the docs: http://msdn.microsoft.com/en-us/library/dd287226.aspx
if myDict.Values.Any(x => !x.HasPaid)) { return false } 
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To retrieve single item, ConcurrentDictionary provides TryGetValue method. We have to provide Key in the TryGetValue method. It takes the out parameter to return the value of key. TryGetValue returns true if key exists, or returns false if key does not exists in dictionary.
Yes, its threadsafe.
Concurrent. ConcurrentDictionary<TKey,TValue>. This collection class is a thread-safe implementation. We recommend that you use it whenever multiple threads might be attempting to access the elements concurrently.
ConcurrentDictionary<TKey, TValue> Class Represents a thread-safe collection of key-value pairs that can be accessed by multiple threads concurrently.
Correction... I'm not sure when you are accessing the Values property. It is thread safe when using LINQ on the object itself.
LINQ will use the GetEnumerator method to itterate the items.
Straight from MSDN
The enumerator returned from the dictionary is safe to use concurrently with reads and writes to the dictionary, however it does not represent a moment-in-time snapshot of the dictionary. The contents exposed through the enumerator may contain modifications made to the dictionary after GetEnumerator was called
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