Should be something like:
var categories = db.Categories
.Where(c => db.MemberEvents.Count(e => EventID == c.Id) == 0);
Update - using your LINQ-code-fragment:
var eventsList = from c in _categoryRepository.Table
where _MemberEventRepository.Table
.Count(m => m.EventID == c.id) == 0
orderby c.Name
select new MyActiveEvents { Id = c.Id, Name = c.Name }
Instead of Count(...) == 0
it should also be possible to use !Any(...)
.