You can do it in this way:
IEnumerable<int> indexes = (from item1 in list1
from item2 in list2
where item1 == item2
select list1.IndexOf(item1));
or if you want to return the first matching index, then simply apply the First extension:
int firstIndex = (from item1 in list1
from item2 in list2
where item1 == item2
select list1.IndexOf(item1)).First<int>();
Hope it helped.