这也会处理重复的数据(为每个user_id返回一行):

SELECT *
FROM (
  SELECT u.*, FIRST_VALUE(u.rowid) OVER(PARTITION BY u.user_id ORDER BY u.date DESC) AS last_rowid
  FROM users u
) u2
WHERE u2.rowid = u2.last_rowid

在PostgreSQL 8.4或更高版本中，你可以这样使用:

select user_id, user_value_1, user_value_2
  from (select user_id, user_value_1, user_value_2, row_number()
          over (partition by user_id order by user_date desc) 
        from users) as r
  where r.row_number=1

如果(UserID, Date)是唯一的，即同一个用户没有出现两次日期，则:

select TheTable.UserID, TheTable.Value
from TheTable inner join (select UserID, max([Date]) MaxDate
                          from TheTable
                          group by UserID) UserMaxDate
     on TheTable.UserID = UserMaxDate.UserID
        TheTable.[Date] = UserMaxDate.MaxDate;

使用ROW_NUMBER()为每个UserId按递减日期分配唯一的排名，然后为每个UserId过滤到第一行(即ROW_NUMBER = 1)。

SELECT UserId, Value, Date
FROM (SELECT UserId, Value, Date,
        ROW_NUMBER() OVER (PARTITION BY UserId ORDER BY Date DESC) rn
      FROM users) u
WHERE rn = 1;

刚刚测试了这个，它似乎在日志记录表上工作

select ColumnNames, max(DateColumn) from log  group by ColumnNames order by 1 desc

首先，我看错了问题，下面是一个完整的例子，结果是正确的:

CREATE TABLE table_name (id int, the_value varchar(2), the_date datetime);

INSERT INTO table_name (id,the_value,the_date) VALUES(1 ,'a','1/1/2000');
INSERT INTO table_name (id,the_value,the_date) VALUES(1 ,'b','2/2/2002');
INSERT INTO table_name (id,the_value,the_date) VALUES(2 ,'c','1/1/2000');
INSERT INTO table_name (id,the_value,the_date) VALUES(2 ,'d','3/3/2003');
INSERT INTO table_name (id,the_value,the_date) VALUES(2 ,'e','3/3/2003');

--

  select id, the_value
      from table_name u1
      where the_date = (select max(the_date)
                     from table_name u2
                     where u1.id = u2.id)

--

id          the_value
----------- ---------
2           d
2           e
1           b

(3 row(s) affected)