Here is a slightly modified version of Jesper's code:

public static T? ReadStructure<T>(this Stream stream) where T : struct
{
    if (stream == null)
        return null;

    int size = Marshal.SizeOf(typeof(T));
    byte[] bytes = new byte[size];
    if (stream.Read(bytes, 0, size) != size) // can't build this structure!
        return null;

    GCHandle handle = GCHandle.Alloc(bytes, GCHandleType.Pinned);
    try
    {
        return (T)Marshal.PtrToStructure(handle.AddrOfPinnedObject(), typeof(T));
    }
    finally
    {
        handle.Free();
    }
}

It handles EOF cases successfully as it returns a nullable type.