The example code in the MSDN documentation for the XNode.ReadFrom method is as follows:
class Program
{
    static IEnumerable<XElement> StreamRootChildDoc(string uri)
    {
        using (XmlReader reader = XmlReader.Create(uri))
        {
            reader.MoveToContent();
            // Parse the file and display each of the nodes.
            while (reader.Read())
            {
                switch (reader.NodeType)
                {
                    case XmlNodeType.Element:
                        if (reader.Name == "Child")
                        {
                            XElement el = XElement.ReadFrom(reader) as XElement;
                            if (el != null)
                                yield return el;
                        }
                        break;
                }
            }
        }
    }
    static void Main(string[] args)
    {
        IEnumerable<string> grandChildData =
            from el in StreamRootChildDoc("Source.xml")
            where (int)el.Attribute("Key") > 1
            select (string)el.Element("GrandChild");
        foreach (string str in grandChildData)
            Console.WriteLine(str);
    }
}
But I've found that the StreamRootChildDoc method in the example needs to be modified as follows:
    static IEnumerable<XElement> StreamRootChildDoc(string uri)
    {
        using (XmlReader reader = XmlReader.Create(uri))
        {
            reader.MoveToContent();
            // Parse the file and display each of the nodes.
            while (!reader.EOF)
            {
                if (reader.NodeType == XmlNodeType.Element && reader.Name == "Child")
                {
                    XElement el = XElement.ReadFrom(reader) as XElement;
                    if (el != null)
                        yield return el;
                }
                else
                {
                    reader.Read();
                }
            }
        }
    }