If you mean something like:
List<string> centers = new List<string>();
centers.Add("123,456,789");
centers.Add("666,333,999");
List<string> session = new List<string>();
session.Add("456");
session.Add("666");
session.Add("888");
Then try:
var found = session.Where(s => centers.Where(c => c.Split(',').Contains(s)).Count() != 0);