I'm using a Dictionary<int, MyType> in a class.  That class implements a interface that requires an IList<MyType> to be returned.  Is there a simple way to to cast the one to the other (without copying the entire thing)?
My current solution follows:
private IList<MyType> ConvertToList(Dictionary<int, MyType>.ValueCollection valueCollection)
{
    List<MyType> list = new List<MyType>();
    list.AddRange(valueCollection);
    return list;
}
You'll need to do a copy, but this is probably a good thing.  In C# 2, your current code is almost the cleanest you can make.  It would be improved by directly constructing your list off your values (List<MyType> list = new List<MyType>(valueCollection);), but a copy will still be required.
Using LINQ with C# 3, however, you would be able to do:
myDictionary.Values.ToList();
That being said, I would not (probably) try to avoid the copy.  Returning a copy of your values tends to be safer, since it prevents the caller from causing problems if they attempt to modify your collection.  By returning a copy, the caller can do list.Add(...) or list.Remove(...) without causing your class problems.
Edit:  Given your comment below, if all you want is an IEnumerable<T> with a Count, you can just return ICollection<T>.  This is directly implemented by ValueCollection, which means you can just return your dictionary's values directly, with no copying:
private ICollection<MyType> ConvertToList(Dictionary<int, MyType>.ValueCollection valueCollection)
{
    return valueCollection;
}
(Granted, this method becomes really useless in this case - but I wanted to demonstrate it for you...)
How about
Dictionary<int, MyType> dlist = new Dictionary<int, MyType>();
IList<MyType> list = new List<MyType>(dlist.Values);
This is not possible.
A dictionary (including its Values collection) is an inherently unordered collections; its order will change based on the hashcodes of its keys.  This is why ValueCollection doesn't implement IList<T> in the first place.
If you really wanted to, you could make a wrapper class that implements IList and wraps the ValueCollection, using a foreach loop in the indexer.  However, it's not a good idea.
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