Why is .Contains slow? Most efficient way to get multiple entities by primary key?

public IEnumerable<Models.Image> GetImagesById(IEnumerable<int> ids)
{

    //return ids.Select(id => Images.Find(id));       //is this cool?
    return Images.Where( im => ids.Contains(im.Id));  //is this better, worse or the same?
    //is there a (better) third way?

}

I realise that I could do some performance tests to compare, but I am wondering if there is in fact a better way than both, and am looking for some enlightenment on what the difference between these two queries is, if any, once they have been 'translated'.