Iterate comparison - How can I write this better?
I'm not a VB.Net developer, but if I were writing this in C# I would use the Contains method on your collection. I'm assuming that your collection is a list of strings in this case.

I've included what the code might look like in VB.Net below. I give no guarantees that it works though. :)

Dim dt As DataTable = SomeDataTable

For Each dr As DataRow In dt.Rows
    Dim myColumn As String = dr("column").ToString().Trim()

    If collection.Contains(myColumn, StringComparer.OrdinalIgnoreCase) Then
        'Do your stuff here
    End If
Next