How would I translate this into LINQ?

Say I have A parent table (Say, customers), and child (addresses).
I want to return all of the Parents who have addresses in California, and just the california address. (but I want to do it in LINQ and get an object graph of Entity objects)

Here's the old fashioned way:

SELECT c.blah, a.blah
FROM Customer c
INNER JOIN Address a on c.CustomerId = a.CustomerId
where a.State = 'CA'

The problem I'm having with LINQ is that i need an object graph of concrete Entity types (and it can't be lazy loaded.

Here's what I've tried so far:

// this one doesn't filter the addresses -- I get the right customers, but I get all of their addresses, and not just the CA address object.
from c in Customer.Include(c => c.Addresses)
where c.Addresses.Any(a => a.State == "CA")
select c

// this one seems to work, but the Addresses collection on Customers is always null
from c in Customer.Include(c => c.Addresses)
from a in c.Addresses
where a.State == "CA"
select c;

Any ideas?