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;

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

我想是这样的。(请原谅我的语法错误;在这一点上，我习惯使用HQL !)

编辑:也误解了问题!修正了查询…

SELECT UserId, Value
FROM Users AS user
WHERE Date = (
    SELECT MAX(Date)
    FROM Users AS maxtest
    WHERE maxtest.UserId = user.UserId
)

这应该非常简单:

SELECT UserId, Value
FROM Users u
WHERE Date = (SELECT MAX(Date) FROM Users WHERE UserID = u.UserID)

我不知道你的列的确切名称，但它应该是这样的:

SELECT userid, value
FROM users u1
WHERE date = (
    SELECT MAX(date)
    FROM users u2
    WHERE u1.userid = u2.userid
)

SELECT a.userid,a.values1,b.mm 
FROM table_name a,(SELECT userid,Max(date1)AS mm FROM table_name GROUP BY userid) b
WHERE a.userid=b.userid AND a.DATE1=b.mm;