How to create a SQL Server function to "join" multiple rows from a subquery into a single delimited field?

If you're using SQL Server 2005, you could use the FOR XML PATH command.

SELECT [VehicleID]
     , [Name]
     , (STUFF((SELECT CAST(', ' + [City] AS VARCHAR(MAX)) 
         FROM [Location] 
         WHERE (VehicleID = Vehicle.VehicleID) 
         FOR XML PATH ('')), 1, 2, '')) AS Locations
FROM [Vehicle]

It's a lot easier than using a cursor, and seems to work fairly well.

Note that Matt's code will result in an extra comma at the end of the string; using COALESCE (or ISNULL for that matter) as shown in the link in Lance's post uses a similar method but doesn't leave you with an extra comma to remove. For the sake of completeness, here's the relevant code from Lance's link on sqlteam.com:

DECLARE @EmployeeList varchar(100)
SELECT @EmployeeList = COALESCE(@EmployeeList + ', ', '') + 
    CAST(EmpUniqueID AS varchar(5))
FROM SalesCallsEmployees
WHERE SalCal_UniqueID = 1

I don't belive there's a way to do it within one query, but you can play tricks like this with a temporary variable:

declare @s varchar(max)
set @s = ''
select @s = @s + City + ',' from Locations

select @s

It's definitely less code than walking over a cursor, and probably more efficient.