IN

The IN Operator is used to match conditions in a list of expressions
The values must be enclosed in parentheses and each individual value is enclosed in single quotes.
Access does allow you to use single or double quotes but only single are allowed in SQL Server.

SELECT       * 
FROM         CATEGORIES 
WHERE        Name IN ('Russell','James','Matthew')  

NOT IN

You can combine this with the NOT operator to match anything that is not in the list.

WHERE        Name NOT IN ('Russell','James','Matthew')