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)

假设Date对于给定的UserID是唯一的，下面是一些TSQL:

SELECT 
    UserTest.UserID, UserTest.Value
FROM UserTest
INNER JOIN
(
    SELECT UserID, MAX(Date) MaxDate
    FROM UserTest
    GROUP BY UserID
) Dates
ON UserTest.UserID = Dates.UserID
AND UserTest.Date = Dates.MaxDate 

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

我认为你应该对之前的查询进行修改:

SELECT UserId, Value FROM Users U1 WHERE 
Date = ( SELECT MAX(Date)    FROM Users where UserId = U1.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)

我知道你要求使用Oracle，但是在SQL 2005中我们现在使用这个:

-- Single Value
;WITH ByDate
AS (
SELECT UserId, Value, ROW_NUMBER() OVER (PARTITION BY UserId ORDER BY Date DESC) RowNum
FROM UserDates
)
SELECT UserId, Value
FROM ByDate
WHERE RowNum = 1

-- Multiple values where dates match
;WITH ByDate
AS (
SELECT UserId, Value, RANK() OVER (PARTITION BY UserId ORDER BY Date DESC) Rnk
FROM UserDates
)
SELECT UserId, Value
FROM ByDate
WHERE Rnk = 1