var strings = new[]
{
  "A penny saved is a penny earned.",
  "The early bird catches the worm.",
  "The pen is mightier than the sword." 
};
var earlyBirdQuery =
    from sentence in strings
    let words = sentence.Split(' ')
    from word in words
    let w = word.ToLower()
    where w[0] == 'a' || w[0] == 'e'
        || w[0] == 'i' || w[0] == 'o'
        || w[0] == 'u'
    select word;
foreach (var v in earlyBirdQuery)
{
  Console.WriteLine("\"{0}\" starts with a vowel", v);
}

foreach(var s in new[]
      {
        "A penny saved is a penny earned.",
        "The early bird catches the worm.",
        "The pen is mightier than the sword." 
      }
        .SelectMany(s=>s.Split(' '))
        .Where(s=>new [] {'a','e','i','o','u'}
        .Any(c=>s.ToLower()[0]==c))
    )
  Console.WriteLine("\"{0}\" starts with a vowel", s);