Get All Dates of Given Month and Year in SQL Server

Same approach as t-clausen, but a more compact:

Declare @year int = 2017, @month int = 11;
WITH numbers
as
(
    Select 1 as value
    UNion ALL
    Select value + 1 from numbers
    where value + 1 <= Day(EOMONTH(datefromparts(@year,@month,1)))
)
SELECT datefromparts(@year,@month,numbers.value) Datum FROM numbers

You can't get all days just by declaring the month, you need to add the year as well because of leap years:

DECLARE @date DATE = getdate()

;WITH N(N)AS 
(SELECT 1 FROM(VALUES(1),(1),(1),(1),(1),(1))M(N)),
tally(N)AS(SELECT ROW_NUMBER()OVER(ORDER BY N.N)FROM N,N a)
SELECT top(day(EOMONTH(@date)))
  N day,
  dateadd(d,N-1, @date) date
FROM tally

Another different solution(by t@clausen):

DECLARE @month AS INT = 5
DECLARE @Year AS INT = 2016

;WITH N(N)AS 
(SELECT 1 FROM(VALUES(1),(1),(1),(1),(1),(1))M(N)),
tally(N)AS(SELECT ROW_NUMBER()OVER(ORDER BY N.N)FROM N,N a)
SELECT N day,datefromparts(@year,@month,N) date FROM tally
WHERE N <= day(EOMONTH(datefromparts(@year,@month,1)))

If you have a date/time column, then use the month() function:

select t.*
from t
where month(datecol) = 5;