"A lambda expression with a statement body cannot be converted to an expression tree"

Is objects a Linq-To-SQL database context? In which case, you can only use simple expressions to the right of the => operator. The reason is, these expressions are not executed, but are converted to SQL to be executed against the database. Try this

Arr[] myArray = objects.Select(o => new Obj() { 
    Var1 = o.someVar,
    Var2 = o.var2 
}).ToArray();

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You can use statement body in lamba expression for IEnumerable collections. try this one:

Obj[] myArray = objects.AsEnumerable().Select(o =>
{
    var someLocalVar = o.someVar;

    return new Obj() 
    { 
        Var1 = someLocalVar,
        Var2 = o.var2 
    };
}).ToArray();

Notice: Think carefully when using this method, because this way, you will have all query results in the application's memory, that may have unwanted side effects on the rest of your code.

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It means that you can't use lambda expressions with a "statement body" (i.e. lambda expressions which use curly braces) in places where the lambda expression needs to be converted to an expression tree (which is for example the case when using linq2sql).

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Without knowing more about what you are doing (Linq2Objects, Linq2Entities, Linq2Sql?), this should make it work:

Arr[] myArray = objects.AsEnumerable().Select(o => {
    var someLocalVar = o.someVar;

    return new Obj() { 
        Var1 = someLocalVar,
        Var2 = o.var2 
    }; 
}).ToArray();

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The LINQ to SQL return object were implementing IQueryable interface. So for Select method predicate parameter you should only supply single lambda expression without body.

This is because LINQ for SQL code is not execute inside program rather than on remote side like SQL server or others. This lazy loading execution type were achieve by implementing IQueryable where its expect delegate is being wrapped in Expression type class like below.

Expression<Func<TParam,TResult>>

Expression tree do not support lambda expression with body and its only support single line lambda expression like var id = cols.Select( col => col.id );

So if you try the following code won't works.

Expression<Func<int,int>> function = x => {
    return x * 2;
}

The following will works as per expected.

Expression<Func<int,int>> function = x => x * 2;

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Use this overload of select:

Obj[] myArray = objects.Select(new Func<Obj,Obj>( o =>
{
    var someLocalVar = o.someVar;

    return new Obj() 
    { 
       Var1 = someLocalVar,
       Var2 = o.var2 
    };
})).ToArray();

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9 years too late to the party, but a different approach to your problem (that nobody has mentioned?):

The statement-body works fine with Func<> but won't work with Expression<Func<>>. IQueryable.Select wants an Expression<>, because they can be translated for Entity Framework - Func<> can not.

So you either use the AsEnumerable and start working with the data in memory (not recommended, if not really neccessary) or you keep working with the IQueryable<> which is recommended. There is something called linq query which makes some things easier:

IQueryable<Obj> result = from o in objects
                         let someLocalVar = o.someVar
                         select new Obj
                         {
                           Var1 = someLocalVar,
                           Var2 = o.var2
                         };

with let you can define a variable and use it in the select (or where,...) - and you keep working with the IQueryable until you really need to execute and get the objects.

Afterwards you can Obj[] myArray = result.ToArray()

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It means that a Lambda expression of type TDelegate which contains a ([parameters]) => { some code }; cannot be converted to an Expression<TDelegate>. It's the rule.

Simplify your query. The one you provided can be rewritten as the following and will compile:

Arr[] myArray = objects.Select(o => new Obj()
                {
                   Var1 = o.someVar,
                   Var2 = o.var2
                } ).ToArray();

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Is Arr a base type of Obj? Does the Obj class exist? Your code would work only if Arr is a base type of Obj. You can try this instead:

Obj[] myArray = objects.Select(o =>
{
    var someLocalVar = o.someVar;

    return new Obj() 
    { 
       Var1 = someLocalVar,
       Var2 = o.var2 
    };
}).ToArray();

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For your specific case, the body is for creating a variable, and switching to IEnumerable will force all the operations to be processed on client-side, I propose the following solution.

Obj[] myArray = objects
.Select(o => new
{
    SomeLocalVar = o.someVar, // You can even use any LINQ statement here
    Info = o,
}).Select(o => new Obj()
{
    Var1 = o.SomeLocalVar,
    Var2 = o.Info.var2,
    Var3 = o.SomeLocalVar.SubValue1,
    Var4 = o.SomeLocalVar.SubValue2,
}).ToArray();

Edit: Rename for C# Coding Convention

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As stated on other replies, you can only use simple expressions to the right of the => operator. I suggest this solution, which consists of just creating a method that does what you want to have inside of the lambda:

public void SomeConfiguration() {
    // ...
    Obj[] myArray = objects.Select(o => Method()).ToArray();
    // ..
}

public Obj Method() {
    var someLocalVar = o.someVar;

    return new Obj() { 
    Var1 = someLocalVar,
    Var2 = o.var2 };
}

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