join query error in linq

First try the same query in native SQL and see if it returns any result. It can be that there are no matching records in Db or the user is not matching. Make sure you use equi-join in sql.
If there are specific errors then post details of the same, showing a snippet of table's structure with data.

Apart, there is nothing wrong in pure syntax terms with your query

from st in obj.Wishlist_tables
                             join X in obj.movie_details on st.movie_id equals X.Id
                             where st.username==Session["user"].ToString()
                             select new { X.Image_path,X.label,X.Movie_Name,X.price,st.movie_id,st.movie_name,st.username};

from st in obj.Wishlist_tables
                join X in obj.movie_details on st.movie_id equals X.Id
                where st.username == Session["user"].ToString()
                select new { st, X };


var data = from l in linq.tbl_countries 
           join m in linq.tbl_states on l.country_id equals m.country_id
           where l.country_name == "India" 
           select new { l.country_name, m.state_name };

In above example, your query is correct same as i written my own joining query but when you working with joining in any where it's happen when both table related to each other with same id as call parent or child so that time you should to mansion the field name also as using alias like "st.fieldname,X.fieldname". 

I hope it's working for you thanx......:)