Oracle有两种方法：

    create table name
    (first_name varchar2(30));

    insert into name values ('Peter');
    insert into name values ('Paul');
    insert into name values ('Mary');

解决方案是1：

    select substr(max(sys_connect_by_path (first_name, ',')),2) from (select rownum r, first_name from name ) n start with r=1 connect by prior r+1=r
    o/p=> Peter,Paul,Mary

解决方案是2:

    select  rtrim(xmlagg (xmlelement (e, first_name || ',')).extract ('//text()'), ',') first_name from name
    o/p=> Peter,Paul,Mary

PostgreSQL数组非常棒。例子：

创建一些测试数据：

postgres=# \c test
You are now connected to database "test" as user "hgimenez".
test=# create table names (name text);
CREATE TABLE
test=# insert into names (name) values ('Peter'), ('Paul'), ('Mary');
INSERT 0 3
test=# select * from names;
 name
-------
 Peter
 Paul
 Mary
(3 rows)

将它们聚合到一个数组中：

test=# select array_agg(name) from names;
 array_agg
-------------------
 {Peter,Paul,Mary}
(1 row)

将数组转换为逗号分隔的字符串：

test=# select array_to_string(array_agg(name), ', ') from names;
 array_to_string
-------------------
 Peter, Paul, Mary
(1 row)

DONE

由于PostgreSQL 9.0，引用删除的答案“没有名字的马”更容易：

select string_agg(name, ',') 
from names;

要避免空值，可以使用CONCAT（）

DECLARE @names VARCHAR(500)
SELECT @names = CONCAT(@names, ' ', name) 
FROM Names
select @names

SQL Server 2005或更高版本

CREATE TABLE dbo.Students
(
    StudentId INT
    , Name VARCHAR(50)
    , CONSTRAINT PK_Students PRIMARY KEY (StudentId)
);

CREATE TABLE dbo.Subjects
(
    SubjectId INT
    , Name VARCHAR(50)
    , CONSTRAINT PK_Subjects PRIMARY KEY (SubjectId)
);

CREATE TABLE dbo.Schedules
(
    StudentId INT
    , SubjectId INT
    , CONSTRAINT PK__Schedule PRIMARY KEY (StudentId, SubjectId)
    , CONSTRAINT FK_Schedule_Students FOREIGN KEY (StudentId) REFERENCES dbo.Students (StudentId)
    , CONSTRAINT FK_Schedule_Subjects FOREIGN KEY (SubjectId) REFERENCES dbo.Subjects (SubjectId)
);

INSERT dbo.Students (StudentId, Name) VALUES
    (1, 'Mary')
    , (2, 'John')
    , (3, 'Sam')
    , (4, 'Alaina')
    , (5, 'Edward')
;

INSERT dbo.Subjects (SubjectId, Name) VALUES
    (1, 'Physics')
    , (2, 'Geography')
    , (3, 'French')
    , (4, 'Gymnastics')
;

INSERT dbo.Schedules (StudentId, SubjectId) VALUES
    (1, 1)        --Mary, Physics
    , (2, 1)    --John, Physics
    , (3, 1)    --Sam, Physics
    , (4, 2)    --Alaina, Geography
    , (5, 2)    --Edward, Geography
;

SELECT
    sub.SubjectId
    , sub.Name AS [SubjectName]
    , ISNULL( x.Students, '') AS Students
FROM
    dbo.Subjects sub
    OUTER APPLY
    (
        SELECT
            CASE ROW_NUMBER() OVER (ORDER BY stu.Name) WHEN 1 THEN '' ELSE ', ' END
            + stu.Name
        FROM
            dbo.Students stu
            INNER JOIN dbo.Schedules sch
                ON stu.StudentId = sch.StudentId
        WHERE
            sch.SubjectId = sub.SubjectId
        ORDER BY
            stu.Name
        FOR XML PATH('')
    ) x (Students)
;

SQL Server 2017+和SQL Azure：STRING_AGG

从SQL Server的下一个版本开始，我们终于可以跨行连接，而无需使用任何变量或XML开关。

STRING_AGG（Transact-SQL）

不分组

SELECT STRING_AGG(Name, ', ') AS Departments
FROM HumanResources.Department;

分组时：

SELECT GroupName, STRING_AGG(Name, ', ') AS Departments
FROM HumanResources.Department
GROUP BY GroupName;

带分组和子排序

SELECT GroupName, STRING_AGG(Name, ', ') WITHIN GROUP (ORDER BY Name ASC) AS Departments
FROM HumanResources.Department
GROUP BY GroupName;

我真的很喜欢Dana回答的优雅，只想让它变得完整。

DECLARE @names VARCHAR(MAX)
SET @names = ''

SELECT @names = @names + ', ' + Name FROM Names

-- Deleting last two symbols (', ')
SET @sSql = LEFT(@sSql, LEN(@sSql) - 1)