var result = from i in

               (from uh in db.UserHistories

                where uh.User.UserID == UserID && uh.CRMEntityID == (int)entity

                select new { uh.ActionID, uh.ActionType, uh.ObjectID, uh.Date })

             group i by new { i.ActionID, i.ActionType, i.ObjectID } into g

             select new { g.Key.ActionID, g.Key.ActionType, g.Key.ObjectID, g.Max(uh=>uh.Date) };