from p in PersonOrders
//where conditions or joins with other tables to be included here
group p by p.PersonID into grp
select grp.OrderByDescending(g=>g.OrderDate).First()

SE>>>from p in PersonOrders
SE>>>//where conditions or joins with other tables to be included here
SE>>>group p by p.PersonID into grp
SE>>>select grp.OrderByDescending(g=>g.OrderDate).First()
SE>>>

SE>Проверил в EF, всё работает. Блин, почему BLT не может?

var tbl = customersDb.Customer
                    .GroupBy(c => c.PassportNumber)
                    .Select(groups => new {groups.Key, MaxId = groups.Max(g => g.Id)});

                var res = from c in customersDb.Customer
                    from t in tbl
                    where c.Id == t.MaxId
                    select new {c.FirstName, c.LastName, c.PassportNumber};

                var result = res.ToList();

SELECT
    [t4].[FirstName] as [FirstName1],
    [t4].[LastName] as [LastName1],
    [t4].[PassportNumber] as [PassportNumber1]
FROM
    (
        SELECT
            [t1].[customer_id] as [Id],
            [t3].[c1] as [c11],
            [t1].[customer_first_name] as [FirstName],
            [t1].[customer_last_name] as [LastName],
            [t1].[customer_passport_number] as [PassportNumber]
        FROM
            [customers] [t1],
            (
                SELECT
                    Max([t2].[customer_id]) as [c1]
                FROM
                    [customers] [t2]
                GROUP BY
                    [t2].[customer_passport_number]
            ) [t3]
    ) [t4]
WHERE
    [t4].[Id] = [t4].[c11]

SE>>Проверил в EF, всё работает. Блин, почему BLT не может?

SELECT 
    [Extent2].[customer_id] AS [customer_id], 
    [Extent2].[customer_last_name] AS [customer_last_name], 
    [Extent2].[customer_first_name] AS [customer_first_name], 
    [Extent2].[customer_passport_number] AS [customer_passport_number]
    FROM   (SELECT 
        [Extent1].[customer_passport_number] AS [K1], 
        MAX([Extent1].[customer_id]) AS [A1]
        FROM [dbo].[customers] AS [Extent1]
        GROUP BY [Extent1].[customer_passport_number] ) AS [GroupBy1]
    INNER JOIN [dbo].[customers] AS [Extent2] ON (([GroupBy1].[K1] = [Extent2].[customer_passport_number]) OR (([GroupBy1].[K1] IS NULL) AND ([Extent2].[customer_passport_number] IS NULL))) AND ([Extent2].[customer_id] = [GroupBy1].[A1])

SELECT 
    1 AS [C1], 
    [Limit1].[customer_id] AS [customer_id], 
    [Limit1].[customer_last_name] AS [customer_last_name], 
    [Limit1].[customer_first_name] AS [customer_first_name], 
    [Limit1].[customer_passport_number] AS [customer_passport_number]
    FROM   (SELECT DISTINCT 
        [Extent1].[customer_passport_number] AS [customer_passport_number]
        FROM [dbo].[customers] AS [Extent1] ) AS [Distinct1]
    OUTER APPLY  (SELECT TOP (1) [Project2].[customer_id] AS [customer_id], [Project2].[customer_first_name] AS [customer_first_name], [Project2].[customer_last_name] AS [customer_last_name], [Project2].[customer_passport_number] AS [customer_passport_number]
        FROM ( SELECT 
            [Extent2].[customer_id] AS [customer_id], 
            [Extent2].[customer_first_name] AS [customer_first_name], 
            [Extent2].[customer_last_name] AS [customer_last_name], 
            [Extent2].[customer_passport_number] AS [customer_passport_number]
            FROM [dbo].[customers] AS [Extent2]
            WHERE ([Distinct1].[customer_passport_number] = [Extent2].[customer_passport_number]) OR (([Distinct1].[customer_passport_number] IS NULL) AND ([Extent2].[customer_passport_number] IS NULL))
        )  AS [Project2]
        ORDER BY [Project2].[customer_id] DESC ) AS [Limit1]

var r = from row in db.Message
    group row by row.UnitId into grouped
    select grouped.OrderBy(g => g.Created).First();

select * from (
    select *, row_number() over (partition by UnitId order by Created) as rn from Table1)
where
    rn = 1