List<int> A = new List<int> {1, 2, 3, 4, 5};
List<int> B = new List<int> {0, 1};
List<int> C = new List<int> {6};
List<int> X = new List<int> {....,....};

1-0-6
1-1-6
2-0-6
2-1-6
3-0-6

var combinations = from a in A
                   from b in B
                   from c in C
                   orderby a, b, c
                   select new List<int> { a, b, c };

var x = combinations.ToList();

var x = AllCombinationsOf(A, B, C);

public static List<List<T>> AllCombinationsOf<T>(params List<T>[] sets)
{
    // need array bounds checking etc for production
    var combinations = new List<List<T>>();

    // prime the data
    foreach (var value in sets[0])
        combinations.Add(new List<T> { value });

    foreach (var set in sets.Skip(1))
        combinations = AddExtraSet(combinations, set);

    return combinations;
}

private static List<List<T>> AddExtraSet<T>
     (List<List<T>> combinations, List<T> set)
{
    var newCombinations = from value in set
                          from combination in combinations
                          select new List<T>(combination) { value };

    return newCombinations.ToList();
}

var qry = from a in A
          from b in B
          from c in C
          select new {A=a,B=b,C=c};

static void Main() {
    List<List<int>> outerList = new List<List<int>>
    {   new List<int>(){1, 2, 3, 4, 5},
        new List<int>(){0, 1},
        new List<int>(){6,3},
        new List<int>(){1,3,5}
    };
    int[] result = new int[outerList.Count];
    Recurse(result, 0, outerList);
}
static void Recurse<TList>(int[] selected, int index,
    IEnumerable<TList> remaining) where TList : IEnumerable<int> {
    IEnumerable<int> nextList = remaining.FirstOrDefault();
    if (nextList == null) {
        StringBuilder sb = new StringBuilder();
        foreach (int i in selected) {
            sb.Append(i).Append(',');
        }
        if (sb.Length > 0) sb.Length--;
        Console.WriteLine(sb);
    } else {
        foreach (int i in nextList) {
            selected[index] = i;
            Recurse(selected, index + 1, remaining.Skip(1));
        }
    }
}