I have a requirement to return some information from a large number of xml files
I have tried XSLT, which quickly gets overwhelmed. Found references to XQuery and it seems like it might work

I found reference to the Microsoft XQuery demo (the site seems to be down), and was able finally to find Xquery.msi elsewhere and get it going. I can get it to work on single files but have not been able to "query" a collection of file

Has anyone else had any success querying multiple files with the Microsoft.Xml.XQuery

Or is this a dead-end and should I try to build a parser using something like XMLReader

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Both XSLT and XQuery solutions should work. Beware that XQuery is still
Working Draft and Microsoft XQuery demo is *demo* and quite old one too.

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That's the most effective way provided it's feasible to query
information you need in forward-only manner and with no XPath support.
--
Oleg Tkachenko [XML MVP, XmlInsider]