var movies = _db.Movies.OrderBy( m => { m.CategoryID, m.Name })

Var movies = _db.Movies.OrderBy(c => c.Category).ThenBy(n => n.Name)

var movies = from row in _db.Movies
             orderby row.Category, row.Name
             select row;

var movies = from row in _db.Movies
             orderby row.Category descending, row.Name
             select row;

var movies = _db.Movies.OrderBy( m => new { m.CategoryID, m.Name })

var movies = _db.Movies.OrderBy( m => (m.CategoryID.ToString() + m.Name))

_db.Log = Console.Out

var movies = from row in _db.Movies
             orderby row.CategoryID, row.Name
             select row;

var movies = _db.Movies.OrderBy(m => m.CategoryID).ThenBy(m => m.Name);

SELECT [t0].ID, [t0].[Name], [t0].CategoryID
FROM [dbo].[Movies] as [t0]
ORDER BY [t0].CategoryID, [t0].[Name]

var movies = from row in _db.Movies
             orderby row.CategoryID
             orderby row.Name
             select row;

var movies = _db.Movies.OrderBy(m => m.CategoryID).OrderBy(m => m.Name);

SELECT [t0].ID, [t0].[Name], [t0].CategoryID
FROM [dbo].[Movies] as [t0]
ORDER BY [t0].[Name], [t0].CategoryID

public class MovieComparer : IComparer<Movie>
{
    public int Compare(Movie x, Movie y)
    {
        if (x.CategoryId == y.CategoryId)
        {
            return x.Name.CompareTo(y.Name);
        }
        else
        {
            return x.CategoryId.CompareTo(y.CategoryId);
        }
    }
}

var movies = _db.Movies.OrderBy(item => item, new MovieComparer());

// We do not have to care if the queryable is already sorted or not.
// The order of the Smart* calls defines the order priority
queryable.SmartOrderBy(i => i.Property1).SmartOrderByDescending(i => i.Property2);

public static class IQueryableExtension
{
    public static bool IsOrdered<T>(this IQueryable<T> queryable) {
        if(queryable == null) {
            throw new ArgumentNullException("queryable");
        }

        return queryable.Expression.Type == typeof(IOrderedQueryable<T>);
    }

    public static IQueryable<T> SmartOrderBy<T, TKey>(this IQueryable<T> queryable, Expression<Func<T, TKey>> keySelector) {
        if(queryable.IsOrdered()) {
            var orderedQuery = queryable as IOrderedQueryable<T>;
            return orderedQuery.ThenBy(keySelector);
        } else {
            return queryable.OrderBy(keySelector);
        }
    }

    public static IQueryable<T> SmartOrderByDescending<T, TKey>(this IQueryable<T> queryable, Expression<Func<T, TKey>> keySelector) {
        if(queryable.IsOrdered()) {
            var orderedQuery = queryable as IOrderedQueryable<T>;
            return orderedQuery.ThenByDescending(keySelector);
        } else {
            return queryable.OrderByDescending(keySelector);
        }
    }
}