Well, something is going to have to look, and looping is more efficient than recursion (since tail-end recursion isn't fully implemented)... so if you just don't want to loop yourself, then either of:
bool has = arr.Contains(var); // .NET 3.5
or
bool has = Array.IndexOf(arr, var) >= 0;
For info: avoid names like var - this is a keyword in C# 3.0.
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