public class Category
{
    public int ID { get; set; }
    public Category RootCategory { get; set; } // This one works good, it also creates "RootCategory_Id" in database on "update-database"

    public ICollection<Category> ChildCategories { get; set; } // This is always null, how to map it correctly?

    public string Name { get; set; }
}

protected override void Seed(Test.Infrastructure.TestDataContext context)
{
    context.Categories.Add(new Category() {
        Name = "First Category", ChildCategories = new List<Category>() {
            new Category(){
                Name = "Second Category"
            },
            new Category(){
                Name = "Third Category"
            }
        }
    });

    context.SaveChanges();
}

public ActionResult Test()
{
    // After checking DB my root is 4, and two categories that have RootCategory_Id set to 4
    var c = _db.Categories.Where(x => x.ID == 4).Single();
    return Content(c.ChildCategories.FirstOrDefault().Name); // Always returns null, even c.ChildCategories.Count() returns 'null'
}

_db.Categories.Include("ChildCategories").FirstOrDefault(x => x.ID == 4)

public class Category
{
    public int ID { get; set; }
    public Category RootCategory { get; set; }

    public IQueryable<Category> ChildCategories {
        get
        {
            TestDataContext _db = new TestDataContext();
            return _db.Categories.Where(x => x.RootCategory.ID == this.ID);
        }
    }

    public string Name { get; set; }
}