As an alternative to the other excellent answers here you can also do the following if you prefer a more explicit domain model with loosely coupled objects. (I assume every single hotel can only be in one district at a time.)
class Hotel
int HotelId
int DistrictId
...
class District
int DistrictId
...
class HotelsInDistrict
int DistrictId
List<int> HotelIds
The upside: It's loosely coupled, you don't need to fiddle with painful stuff like huge object graphs, lazy/eager loading and stuff. It' along the lines of the actual business domain instead of just data containers. It's loosely coupled and allows easy modification.
The downside: It doesn't easily maps to yourt database tables. But no real object model does if it's more than a data oriented bunch of "classes" that are mere representations of tables.
That said, there's a book I really recommend to everyone interested in object modelling: