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;

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;

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;

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

我想这应该有用吧?

Select
T1.UserId,
(Select Top 1 T2.Value From Table T2 Where T2.UserId = T1.UserId Order By Date Desc) As 'Value'
From
Table T1
Group By
T1.UserId
Order By
T1.UserId