public class Address
{
    public string AddressLine1 { get; set; }
    public string AddressLine2 { get; set; }
    public string City { get; set; }
    public string State { get; set; }
    public string Zip { get; set; }
}

   public class Employee
    {
        public string FirstName { get; set; }
        public string MiddleName { get; set; }
        public string LastName { get; set; }
        public Address EmployeeAddress { get; set; }
    }

var emp1Address = new Address();
    emp1Address.AddressLine1 = "Microsoft Corporation";
    emp1Address.AddressLine2 = "One Microsoft Way";
    emp1Address.City = "Redmond";
    emp1Address.State = "WA";
    emp1Address.Zip = "98052-6399";

    var emp1 = new Employee();
    emp1.FirstName = "Bill";
    emp1.LastName = "Gates";
    emp1.EmployeeAddress = emp1Address;


    var emp2Address = new Address();
    emp2Address.AddressLine1 = "Gates Foundation";
    emp2Address.AddressLine2 = "One Microsoft Way";
    emp2Address.City = "Redmond";
    emp2Address.State = "WA";
    emp2Address.Zip = "98052-6399";

    var emp2 = new Employee();
    emp2.FirstName = "Melinda";
    emp2.LastName = "Gates";
    emp2.EmployeeAddress = emp2Address;

public static List<PropertyInfo> GetDifferences(Employee test1, Employee test2)
    {
        List<PropertyInfo> differences = new List<PropertyInfo>();
        foreach (PropertyInfo property in test1.GetType().GetProperties())
        {
            object value1 = property.GetValue(test1, null);
            object value2 = property.GetValue(test2, null);
            if (!value1.Equals(value2))
            {
                differences.Add(property);
            }
        }
        return differences;
    }

using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;

protected List<KeyValuePair<Type, PropertyInfo>> RecrusiveReflectionCompare<T>(T first, T second)
        where T : class
    {
        var differences = new List<KeyValuePair<Type, PropertyInfo>>();

        var parentType = first.GetType();

        void CompareObject(object obj1, object obj2, PropertyInfo info)
        {
            if (!obj1.Equals(obj2))
            {
                differences.Add(new KeyValuePair<Type, PropertyInfo>(parentType, info));
            }
        }

        foreach (PropertyInfo property in parentType.GetProperties())
        {
            object value1 = property.GetValue(first, null);
            object value2 = property.GetValue(second, null);

            if (property.PropertyType == typeof(string))
            {
                if (string.IsNullOrEmpty(value1 as string) != string.IsNullOrEmpty(value2 as string))
                {
                    CompareObject(value1, value2, property);
                }
            }
            else if (property.PropertyType.IsPrimitive)
            {
                CompareObject(value1, value2, property);
            }
            else
            {
                if (value1 == null && value2 == null)
                {
                    continue;
                }

                differences.Concat(RecrusiveReflectionCompare(value1, value2));
            }
        }
        return differences;
    }

public IEnumerable<PropertyInfo> GetNotEqualsProperties(Employee emp1, Employee emp2)
{
    Type employeeType = typeof (Employee);
    var properies = employeeType.GetProperties();
    foreach (var property in properies)
        if(!property.GetValue(emp1, null).Equals(property.GetValue(emp2, null))) //TODO: check for null
            yield return property;
}

public class Address
{
    public string AddressLine1 { get; set; }
    public string AddressLine2 { get; set; }
    public string City { get; set; }
    public string State { get; set; }
    public string Zip { get; set; }

    public override bool Equals(object obj)
    {
        if (obj as Address == null)
            return false;
        return ((Address) obj).AddressLine1.Equals(AddressLine1);
    }
}

public static IEnumerable<string> DiffEmployees
    (Employee one, Employee two)
{
    if(one.FirstName != two.FirstName)
        yield return "FirstName";
    if(one.LastName != two.LastName)
        yield return "LastName";
    if(one.Address.AddressLine1 != two.Address.AddressLine1)
        yield return "Address.AddressLine1";

    // And so on.
}