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)
;

在SQL Server中实现这一点的一种方法是将表内容返回为XML（对于XML原始），将结果转换为字符串，然后用“，”替换标记。

在MySQL中，有一个函数GROUP_CONCATT（），它允许您连接多行的值。例子：

SELECT 1 AS a, GROUP_CONCAT(name ORDER BY name ASC SEPARATOR ', ') AS people 
FROM users 
WHERE id IN (1,2,3) 
GROUP BY a

在Oracle中，它是wm_concat。我相信这个功能在10g及更高版本中可用。

在Chris Shaffer的回答之上：

如果您的数据可能会重复，例如

Tom
Ali
John
Ali
Tom
Mike

而不是汤姆、阿里、约翰、阿里、汤姆、迈克

您可以使用DISTINCT避免重复，并让Tom、Ali、John、Mike：

DECLARE @Names VARCHAR(8000)
SELECT DISTINCT @Names = COALESCE(@Names + ',', '') + Name
FROM People
WHERE Name IS NOT NULL
SELECT @Names

在SQLServer2005及更高版本中，使用下面的查询连接行。

DECLARE @t table
(
    Id int,
    Name varchar(10)
)
INSERT INTO @t
SELECT 1,'a' UNION ALL
SELECT 1,'b' UNION ALL
SELECT 2,'c' UNION ALL
SELECT 2,'d' 

SELECT ID,
stuff(
(
    SELECT ','+ [Name] FROM @t WHERE Id = t.Id FOR XML PATH('')
),1,1,'') 
FROM (SELECT DISTINCT ID FROM @t ) t