Step 1: Understanding the Concept:
Salts of small cations with high charge density hydrate easily because the cation strongly attracts water molecules. A large cation with low charge density, such as Cs, holds water poorly.
Step 2: Look at each chloride:
LiCl crystallises as \(\text{LiCl}\cdot 2\text{H}_2\text{O}\) (Li is small). \(\text{MgCl}_2\) crystallises as \(\text{MgCl}_2\cdot 6\text{H}_2\text{O}\). \(\text{BeCl}_2\) forms a hydrate, \(\text{BeCl}_2\cdot 4\text{H}_2\text{O}\).
Step 3: Caesium chloride:
Cs is the largest of these cations and has the lowest charge density, so \(\text{CsCl}\) crystallises in the anhydrous form. So CsCl is the chloride with no water of crystallisation.
Final Answer:
CsCl is anhydrous, so option (C) is correct.
\[ \boxed{\text{CsCl}} \]