using System.Collections.Generic;
var files = new List<string>
@"C:\Some\Dir\My_File_01.ext",
@"C:\Some\Dir\My_File02.ext",
@"C:\Some\Dir\My_File3.ext",
@"C:\Some\Dir\MyFile4.ext",
var names = new List<string>
names.Where(name => !files.Any(file => file.ToLower().Contains(name.ToLower()))).ToList().ForEach(n =>{