Is there a built in way to compare two entity collections? I am looking to see if the entity's in collection a are the same as the entities in collection b. Of course I can loop through and check myself, but it would be nice if EntityCollection overrode Equals and and checked for me.

No, however entities have Equals overridden, which check the PK values. So you can do entityFromA.Equals(entityFromB), which can be handy if the PK is a compound PK.