How do I detach objects in Entity Framework Code First?

There is no Detach(object entity) on the DbContext.

Do I have the ability to detach objects on EF code first?

This is an option:

dbContext.Entry(entity).State = EntityState.Detached;

If you want to detach existing object follow @Slauma's advice. If you want to load objects without tracking changes use:

var data = context.MyEntities.AsNoTracking().Where(...).ToList();

As mentioned in comment this will not completely detach entities. They are still attached and lazy loading works but entities are not tracked. This should be used for example if you want to load entity only to read data and you don't plan to modify them.

Both previous answers provide good instructions, however, both might leave you with the entities still loaded into EF's context and/or its Change Tracker.

This is not a problem when you are changing small data sets, but it will become an issue when changing large ones. EF would have increased memory and resource usage, which in turn would reduce the procedure performance as it uses more data/entities.

Both other approaches are valid but, In this case, Microsoft recommends cleaning the Change tracker instead of detaching the entities individually

Clearing the Change tracker on the data changing loop (which changes a chunk of data for instance) can save you from this trouble.

context.ChangeTracker.Clear();

This would unload/detach all entities and its related changeTracker references from the context, so use with care after your context.SaveChanges().