Why can’t I retrieve an item from a HashSet without enumeration?

In .Net, what you are probably looking for is KeyedCollection
http://msdn.microsoft.com/en-us/library/ms132438.aspx

You can get around the nastiness of re-implementing this abstract class each time with some “generic” cleverness. (See IKeyedObject`1.)

Note: Any data transfer object which implements IKeyedObject`1 should have an overridden GetHashCode method simply returning this.Key.GetHashCode(); and same goes for equals…

My Base Class Library usually ends up with something like this in it:

public class KeyedCollection<TItem> : System.Collections.ObjectModel.KeyedCollection<TItem, TItem>
    where TItem : class
{
    public KeyedCollection() : base()
    {
    }

    public KeyedCollection(IEqualityComparer<TItem> comparer) : base(comparer)
    {
    }

    protected override TItem GetKeyForItem(TItem item)
    {
        return item;
    }
}

public class KeyedObjectCollection<TKey, TItem> : System.Collections.ObjectModel.KeyedCollection<TKey, TItem>
    where TItem : class, IKeyedObject<TKey>
    where TKey : struct
{
    public KeyedCollection() : base()
    {
    }

    protected override TItem GetKeyForItem(TItem item)
    {
        return item.Key;
    }
}

///<summary>
/// I almost always implement this explicitly so the only
/// classes that have access without some rigmarole
/// are generic collections built to be aware that an object
/// is keyed.
///</summary>
public interface IKeyedObject<TKey>
{
    TKey Key { get; }
}