JPG to PDF Convertor in C#

Easy with iTextSharp:

class Program
{
    static void Main(string[] args)
    {
        Document document = new Document();
        using (var stream = new FileStream("test.pdf", FileMode.Create, FileAccess.Write, FileShare.None))
        {
            PdfWriter.GetInstance(document, stream);
            document.Open();
            using (var imageStream = new FileStream("test.jpg", FileMode.Open, FileAccess.Read, FileShare.ReadWrite))
            {
                var image = Image.GetInstance(imageStream);
                document.Add(image);
            }
            document.Close();
        }
    }
}

iTextSharp does it pretty cleanly and is open source. Also, it has a very good accompanying book by the author which I recommend if you end up doing more interesting things like managing forms. For normal usage, there are plenty resources on mailing lists and newsgroups for samples of how to do common things.

EDIT: as alluded to in @Chirag's comment, @Darin's answer has code that definitely compiles with current versions.

Example usage:

public static void ImagesToPdf(string[] imagepaths, string pdfpath)
{
    using(var doc = new iTextSharp.text.Document())
    {
        iTextSharp.text.pdf.PdfWriter.GetInstance(doc, new FileStream(pdfpath, FileMode.Create));
        doc.Open();
        foreach (var item in imagepaths)
        {
            iTextSharp.text.Image image = iTextSharp.text.Image.GetInstance(item);
            doc.Add(image);
        }
    }
}

Another working code, try it

public void ImagesToPdf(string[] imagepaths, string pdfpath)
{
        iTextSharp.text.Rectangle pageSize = null;

        using (var srcImage = new Bitmap(imagepaths[0].ToString()))
        {
            pageSize = new iTextSharp.text.Rectangle(0, 0, srcImage.Width, srcImage.Height);
        }

        using (var ms = new MemoryStream())
        {
            var document = new iTextSharp.text.Document(pageSize, 0, 0, 0, 0);
            iTextSharp.text.pdf.PdfWriter.GetInstance(document, ms).SetFullCompression();
            document.Open();
            var image = iTextSharp.text.Image.GetInstance(imagepaths[0].ToString());
            document.Add(image);
            document.Close();

            File.WriteAllBytes(pdfpath+"cheque.pdf", ms.ToArray());
        }
}

One we've had great luck with is PDFSharp (we use it for TIFF and Text to PDF conversion for hundreds of medical claims every day).

http://pdfsharp.com/PDFsharp/

Such task can be easily done with help of Docotic.Pdf library.

Here is a sample that creates PDF from given images (not only JPGs, actually):

public static void imagesToPdf(string[] images, string pdfName)
{
    using (PdfDocument pdf = new PdfDocument())
    {
        for (int i = 0; i < images.Length; i++)
        {
            if (i > 0)
                pdf.AddPage();

            PdfPage page = pdf.Pages[i];
            string imagePath = images[i];
            PdfImage pdfImage = pdf.AddImage(imagePath);

            page.Width = pdfImage.Width;
            page.Height = pdfImage.Height;
            page.Canvas.DrawImage(pdfImage, 0, 0);
        }

        pdf.Save(pdfName);
    }
}

Disclaimer: I work for the vendor of the library.