string[] filePath = { "zswang.txt", "csdn.exe", "a.1" }; //绝对文件全路径
ArrayList _fileSuffix = new ArrayList();
_fileSuffix.Add("jpg"); // 后缀列表 
_fileSuffix.Add("1"); // 后缀列表 
bool exists = false;
for (int j = 0; j < filePath.Length; j++)
{
    for (int i = 0; i < _fileSuffix.Count; i++)
    {
        if (string.Compare(Path.GetExtension(filePath[j]), 
            "." + _fileSuffix[i].ToString(), true) == 0)
        {
            exists = true;
            break;
        }
    }
}
Console.WriteLine(exists);

------解决方案--------------------
看你的写法也像C# 3.0吧，那干脆用Linq吧。。。。

           string[] filePath = { "txt", "exe", "jpg" };  
           List<string> _fileSuffix = new List<string> { "jpg", "jpeg", "jpe", "jfif", "bmp", "png", "tif", "tiff", "gif" }; ; // 后缀列表
           bool b = (from t1 in filePath where _fileSuffix.Contains(t1) select t1).Count() > 0;


------解决方案--------------------
不需要用两次循环，一次就可以了。
       
string[] filePath;
ArrayList _fileSuffix = new ArrayList();

        public bool check()
       {
           bool b = false;
           for (int i = 0; i < filePath.Length; i++)
           {
               if (_fileSuffix.IndexOf(filePath[i]) > -1)
               {
                   b = true;
                   break;
               }
           }
           return b;
       }



------解决方案--------------------
用ArrayList..::.IndexOf 方法就行啊.

foreach (string s in filePath)
 if(_fileSuffix.IndexOf(s)>=0 )  
    return true;
return false;