Find and replace using regular expression, group capturing, and back referencing

SQL Server Management Studio engine uses { and } to "tag" expressions:

SELECT {.+} FROM {.+}

When you combine this with the \1 \2 replacement expression, you get the expected result:

First Table1
Second Table2
Third Table3

VS Regex reference page explains the details.

For SSMS 17 and later { ... } and \1 wont work. Use ( ... ) and $1 instead.